+157.3%
ISRG vs CARR
+436.5%
-279.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -5.2% | +3.2% | -8.4% | -6.0% |
| 30D | -7.6% | -7.7% | +0.1% | -5.4% |
| 3M | -16.4% | -11.9% | -4.4% | -13.7% |
| 6M | -28.6% | +2.0% | -30.6% | -30.1% |
| YTD | -38.2% | +13.2% | -51.3% | -41.7% |
| 1Y | -25.5% | -8.5% | -17.0% | -25.1% |
| 3Y | +17.4% | +5.0% | +12.5% | +10.1% |
| 5Y | -3.0% | +12.0% | -14.9% | -14.5% |
| All | +157.3% | +436.5% | -279.1% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling