+63.3%
ISRG vs CAPR
+214.7%
-151.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.0% | -3.4% |
| 7D | +4.8% | +41.1% | -36.3% | +4.7% |
| 30D | +9.2% | +11.1% | -1.9% | +9.2% |
| 3M | +21.2% | +115.3% | -94.1% | +20.9% |
| 6M | +0.2% | -73.8% | +74.1% | +0.5% |
| YTD | -20.1% | -68.8% | +48.8% | -19.9% |
| 1Y | -17.3% | +43.3% | -60.7% | -18.6% |
| 3Y | +63.3% | +214.7% | -151.4% | +60.7% |
| All | +63.3% | +214.7% | -151.4% | +60.7% |
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