+25.2%
ISRG vs CASY
+254.7%
-229.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +2.1% | +5.0% | -2.9% | +1.0% |
| 30D | +6.2% | +8.2% | -2.0% | +4.2% |
| 3M | +14.4% | -18.2% | +32.6% | +19.5% |
| 6M | 0.0% | -18.6% | +18.6% | +3.8% |
| YTD | -20.5% | +26.8% | -47.3% | -29.8% |
| 1Y | -21.9% | +31.6% | -53.5% | -32.1% |
| 3Y | +62.2% | +156.5% | -94.3% | +5.0% |
| 5Y | +25.2% | +258.6% | -233.4% | -34.9% |
| All | +25.2% | +254.7% | -229.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling