+57.0%
ISRG vs CASY
+161.8%
-104.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +3.6% | -5.6% | -2.5% |
| 30D | +5.6% | +9.1% | -3.5% | +4.4% |
| 3M | +10.5% | -16.5% | +27.1% | +13.1% |
| 6M | +2.6% | -19.7% | +22.3% | +6.0% |
| YTD | -21.7% | +29.3% | -50.9% | -28.9% |
| 1Y | -21.6% | +33.1% | -54.7% | -29.5% |
| 3Y | +57.0% | +158.5% | -101.5% | +15.4% |
| All | +57.0% | +161.8% | -104.8% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling