+500.7%
ISRG vs CB
+248.0%
+252.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.6% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +9.2% | +9.1% | +0.2% | +5.2% |
| 3M | +21.2% | +3.4% | +17.7% | +19.3% |
| 6M | +0.2% | +14.1% | -13.9% | -6.0% |
| YTD | -20.1% | +18.0% | -38.1% | -26.5% |
| 1Y | -17.3% | +30.1% | -47.5% | -27.5% |
| 3Y | +63.3% | +71.8% | -8.5% | +22.6% |
| 5Y | +24.1% | +101.8% | -77.8% | -15.3% |
| All | +500.7% | +248.0% | +252.7% | +231.6% |
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