-23.2%
ISRG vs CB
+28.2%
-51.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +4.2% | +7.4% | -3.2% | +4.3% |
| 3M | +9.6% | +8.6% | +1.0% | +9.7% |
| 6M | +1.9% | +16.1% | -14.3% | +3.0% |
| YTD | -22.3% | +20.2% | -42.5% | -21.4% |
| 1Y | -23.2% | +27.2% | -50.4% | -20.2% |
| All | -23.2% | +28.2% | -51.4% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling