+536.3%
ISRG vs CB
+246.2%
+290.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +5.4% | -1.5% | +6.9% | +6.2% |
| 30D | +8.6% | +6.5% | +2.1% | +5.7% |
| 3M | +21.6% | +4.1% | +17.5% | +19.3% |
| 6M | +2.3% | +14.4% | -12.1% | -4.1% |
| YTD | -18.7% | +17.5% | -36.2% | -25.1% |
| 1Y | -17.8% | +27.5% | -45.3% | -27.2% |
| 3Y | +69.1% | +71.6% | -2.5% | +26.9% |
| 5Y | +26.5% | +100.6% | -74.1% | -13.4% |
| 10Y | +536.3% | +243.0% | +293.3% | +247.0% |
| All | +536.3% | +246.2% | +290.1% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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