+56.4%
ISRG vs CART
+37.6%
+18.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.4% |
| 7D | +4.4% | +1.2% | +3.2% | +4.2% |
| 30D | +15.8% | +27.1% | -11.3% | +11.5% |
| 3M | +24.9% | +27.4% | -2.6% | +20.0% |
| 6M | +3.8% | +32.1% | -28.3% | -0.9% |
| YTD | -17.3% | +28.5% | -45.8% | -21.0% |
| 1Y | -14.6% | +58.8% | -73.4% | -21.1% |
| 3Y | +68.2% | +114.8% | -46.5% | +42.6% |
| All | +56.4% | +37.6% | +18.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling