+550.7%
ISRG vs CASY
+565.2%
-14.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.8% |
| 7D | -6.8% | +5.8% | -12.6% | -8.4% |
| 30D | +5.1% | +10.7% | -5.6% | +1.7% |
| 3M | +12.0% | -13.9% | +25.9% | +16.6% |
| 6M | +7.0% | -18.4% | +25.5% | +11.9% |
| YTD | -20.6% | +29.6% | -50.3% | -31.0% |
| 1Y | -21.4% | +32.8% | -54.3% | -32.5% |
| 3Y | +62.0% | +162.3% | -100.3% | +3.0% |
| 5Y | +28.1% | +265.0% | -236.9% | -30.3% |
| 10Y | +550.7% | +555.4% | -4.7% | +181.0% |
| All | +550.7% | +565.2% | -14.5% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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