-17.3%
ISRG vs CB
+29.6%
-47.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | +4.8% | +0.2% | +4.6% | +4.9% |
| 30D | +9.2% | +9.1% | +0.2% | +9.4% |
| 3M | +21.2% | +3.4% | +17.7% | +21.3% |
| 6M | +0.2% | +14.1% | -13.9% | +1.2% |
| YTD | -20.1% | +18.0% | -38.1% | -19.3% |
| 1Y | -17.3% | +30.1% | -47.5% | -15.3% |
| All | -17.3% | +29.6% | -47.0% | -15.3% |
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