+57.0%
ISRG vs CAPR
+239.1%
-182.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.8% | +0.9% |
| 7D | -2.0% | +5.9% | -7.9% | -2.1% |
| 30D | +5.6% | +44.6% | -39.1% | +5.4% |
| 3M | +10.5% | +126.4% | -115.8% | +10.3% |
| 6M | +2.6% | -68.6% | +71.2% | +2.8% |
| YTD | -21.7% | -67.0% | +45.3% | -21.6% |
| 1Y | -21.6% | +65.2% | -86.7% | -22.9% |
| 3Y | +57.0% | +235.6% | -178.5% | +59.7% |
| All | +57.0% | +239.1% | -182.1% | +59.7% |
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