+69.0%
ISRG vs CB
+74.6%
-5.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +4.4% | +2.6% | +1.8% | +4.0% |
| 30D | +15.8% | +11.2% | +4.6% | +14.1% |
| 3M | +24.9% | +5.7% | +19.1% | +23.9% |
| 6M | +3.8% | +15.9% | -12.1% | +1.6% |
| YTD | -17.3% | +20.2% | -37.4% | -19.7% |
| 1Y | -14.6% | +32.4% | -47.0% | -18.8% |
| All | +69.0% | +74.6% | -5.6% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling