+2.0%
ISRG vs CB
+99.7%
-97.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -2.3% | -3.1% | +0.8% | -1.3% |
| 3M | -12.4% | +9.0% | -21.4% | -15.2% |
| 6M | -26.8% | +2.9% | -29.7% | -27.8% |
| YTD | -35.3% | +10.1% | -45.4% | -37.8% |
| 1Y | -19.3% | +22.8% | -42.1% | -25.8% |
| 3Y | +18.1% | +73.8% | -55.7% | -8.9% |
| All | +2.0% | +99.7% | -97.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling