+53.7%
ISRG vs CART
+39.2%
+14.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +5.4% | +1.5% | +3.9% | +5.2% |
| 30D | +8.6% | +22.4% | -13.8% | +5.2% |
| 3M | +21.6% | +16.5% | +5.1% | +18.5% |
| 6M | +2.3% | +44.9% | -42.5% | -3.5% |
| YTD | -18.7% | +30.0% | -48.6% | -22.5% |
| 1Y | -17.8% | +59.1% | -76.8% | -24.0% |
| 3Y | +69.1% | +138.8% | -69.7% | +40.7% |
| All | +53.7% | +39.2% | +14.5% | +34.7% |
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