+25.2%
ISRG vs CAPR
+151.3%
-126.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.9% | +7.7% | -2.2% |
| 7D | +2.1% | +7.6% | -5.5% | +2.0% |
| 30D | +6.2% | +13.3% | -7.1% | +6.0% |
| 3M | +14.4% | +130.4% | -116.0% | +13.5% |
| 6M | 0.0% | -70.8% | +70.8% | +0.4% |
| YTD | -20.5% | -69.3% | +48.7% | -20.3% |
| 1Y | -21.9% | +59.5% | -81.4% | -25.2% |
| 3Y | +62.2% | +216.8% | -154.6% | +36.9% |
| 5Y | +25.2% | +152.7% | -127.5% | -1.5% |
| All | +25.2% | +151.3% | -126.1% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling