+22.4%
ISRG vs CART
+21.6%
+0.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -2.3% | +12.6% | -14.9% | -4.1% |
| 3M | -12.4% | +23.1% | -35.6% | -15.2% |
| 6M | -26.8% | +39.5% | -66.4% | -30.7% |
| YTD | -35.3% | +13.5% | -48.8% | -36.9% |
| 1Y | -19.3% | +14.9% | -34.2% | -21.8% |
| All | +22.4% | +21.6% | +0.8% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling