+51.1%
ISRG vs CART
+38.4%
+12.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.4% |
| 7D | +4.8% | +3.0% | +1.9% | +4.4% |
| 30D | +9.2% | +28.6% | -19.3% | +5.0% |
| 3M | +21.2% | +29.1% | -7.9% | +16.2% |
| 6M | +0.2% | +44.7% | -44.5% | -5.5% |
| YTD | -20.1% | +29.2% | -49.3% | -23.7% |
| 1Y | -17.3% | +66.2% | -83.5% | -24.2% |
| 3Y | +63.3% | +112.8% | -49.5% | +38.8% |
| All | +51.1% | +38.4% | +12.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling