+500.7%
ISRG vs CASY
+553.2%
-52.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +9.2% | +8.7% | +0.5% | +6.3% |
| 3M | +21.2% | -17.3% | +38.5% | +27.8% |
| 6M | +0.2% | -19.7% | +20.0% | +5.1% |
| YTD | -20.1% | +24.8% | -44.9% | -29.7% |
| 1Y | -17.3% | +31.9% | -49.2% | -29.0% |
| 3Y | +63.3% | +155.4% | -92.1% | +4.6% |
| 5Y | +24.1% | +250.6% | -226.5% | -31.6% |
| All | +500.7% | +553.2% | -52.5% | +158.4% |
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