+3.8%
ISRG vs CAPR
-74.5%
+78.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.9% |
| 7D | +4.4% | +29.7% | -25.3% | +5.3% |
| 30D | +15.8% | +11.0% | +4.8% | +16.0% |
| 3M | +24.9% | +118.8% | -94.0% | +31.7% |
| 6M | +3.8% | -73.9% | +77.7% | -3.9% |
| All | +3.8% | -74.5% | +78.3% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling