+2.0%
ISRG vs CASY
+276.6%
-274.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.3% | -11.3% | +9.1% | +0.5% |
| 3M | -12.4% | -0.6% | -11.8% | -13.9% |
| 6M | -26.8% | +10.7% | -37.5% | -30.9% |
| YTD | -35.3% | +37.1% | -72.4% | -43.5% |
| 1Y | -19.3% | +52.3% | -71.6% | -32.6% |
| 3Y | +18.1% | +215.2% | -197.1% | -28.2% |
| All | +2.0% | +276.6% | -274.6% | -46.0% |
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 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