-1.0%
ISRG vs CARR
+9.5%
-10.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.6% |
| 7D | -5.0% | +0.6% | -5.7% | -5.3% |
| 30D | -10.2% | -8.7% | -1.6% | -7.2% |
| 3M | -17.2% | -18.4% | +1.2% | -11.5% |
| 6M | -28.4% | -0.6% | -27.8% | -30.1% |
| YTD | -37.6% | +10.9% | -48.6% | -42.2% |
| 1Y | -24.4% | -7.3% | -17.2% | -24.7% |
| 3Y | +18.4% | +2.9% | +15.5% | +6.1% |
| 5Y | -1.0% | +9.6% | -10.6% | -19.1% |
| All | -1.0% | +9.5% | -10.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling