+3,625.0%
ISRG vs CAPR
-99.1%
+3,724.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.8% |
| 7D | +4.4% | +29.7% | -25.3% | +4.1% |
| 30D | +15.8% | +11.0% | +4.8% | +15.6% |
| 3M | +24.9% | +118.8% | -94.0% | +23.6% |
| 6M | +3.8% | -73.9% | +77.7% | +4.4% |
| YTD | -17.3% | -70.2% | +52.9% | -17.0% |
| 1Y | -14.6% | +38.3% | -52.9% | -17.8% |
| 3Y | +68.2% | +199.7% | -131.4% | +57.8% |
| 5Y | +28.4% | +130.6% | -102.2% | +20.1% |
| 10Y | +528.0% | -68.5% | +596.5% | +471.1% |
| All | +3,625.0% | -99.1% | +3,724.1% | +3,320.2% |
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