+2,815.5%
ISRG vs CAPR
-99.1%
+2,914.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -2.3% | +139.2% | -141.5% | -3.3% |
| 3M | -12.4% | -66.4% | +53.9% | -12.1% |
| 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% | -22.5% |
| 3Y | +18.1% | +42.2% | -24.1% | +11.9% |
| 5Y | +2.6% | +87.3% | -84.6% | -3.7% |
| 10Y | +379.4% | -75.3% | +454.7% | +336.3% |
| All | +2,815.5% | -99.1% | +2,914.5% | +2,576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling