+376.2%
ISRG vs CB
+218.6%
+157.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -2.3% | -3.1% | +0.8% | -1.0% |
| 3M | -12.4% | +9.0% | -21.4% | -16.2% |
| 6M | -26.8% | +2.9% | -29.7% | -28.2% |
| YTD | -35.3% | +10.1% | -45.4% | -38.6% |
| 1Y | -19.3% | +22.8% | -42.1% | -27.4% |
| 3Y | +18.1% | +73.8% | -55.7% | -12.2% |
| 5Y | +2.6% | +99.2% | -96.5% | -29.7% |
| All | +376.2% | +218.6% | +157.5% | +160.6% |
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