+19.2%
ISRG vs CAPR
+40.5%
-21.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -2.3% | +139.2% | -141.5% | -2.5% |
| 3M | -12.4% | -66.4% | +53.9% | -12.3% |
| 6M | -26.8% | -63.1% | +36.3% | -26.7% |
| YTD | -35.3% | -67.4% | +32.2% | -35.1% |
| 1Y | -19.3% | +58.2% | -77.6% | -21.0% |
| All | +19.2% | +40.5% | -21.3% | +14.1% |
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