+23,005.1%
ISRG vs CB
+2,138.1%
+20,867.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +4.4% | +2.6% | +1.8% | +3.4% |
| 30D | +15.8% | +11.2% | +4.6% | +10.8% |
| 3M | +24.9% | +5.7% | +19.1% | +21.9% |
| 6M | +3.8% | +15.9% | -12.1% | -2.9% |
| YTD | -17.3% | +20.2% | -37.4% | -24.1% |
| 1Y | -14.6% | +32.4% | -47.0% | -24.9% |
| 3Y | +68.2% | +75.5% | -7.3% | +29.3% |
| 5Y | +28.4% | +105.5% | -77.1% | -8.6% |
| 10Y | +528.0% | +258.5% | +269.5% | +241.5% |
| All | +23,005.1% | +2,138.1% | +20,867.0% | +5,726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling