+16.8%
ISRG vs CARR
+2.2%
+14.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.3% |
| 7D | -5.0% | +0.6% | -5.7% | -5.2% |
| 30D | -10.2% | -8.7% | -1.6% | -8.3% |
| 3M | -17.2% | -18.4% | +1.2% | -13.7% |
| 6M | -28.4% | -0.6% | -27.8% | -29.5% |
| YTD | -37.6% | +10.9% | -48.6% | -40.8% |
| 1Y | -24.4% | -7.3% | -17.2% | -24.4% |
| All | +16.8% | +2.2% | +14.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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