+59.1%
ISRG vs CAPR
+299.3%
-240.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.6% | -0.2% |
| 7D | -6.8% | +25.8% | -32.5% | -6.8% |
| 30D | +5.1% | +50.2% | -45.1% | +5.0% |
| 3M | +12.0% | +185.5% | -173.5% | +11.7% |
| 6M | +7.0% | -64.8% | +71.8% | +7.2% |
| YTD | -20.6% | -61.1% | +40.5% | -20.6% |
| 1Y | -21.4% | +81.0% | -102.4% | -22.7% |
| All | +59.1% | +299.3% | -240.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling