+17.4%
ISRG vs CBOE
+95.4%
-78.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.6% |
| 7D | -5.2% | -4.6% | -0.5% | -5.5% |
| 30D | -7.6% | +2.6% | -10.2% | -7.3% |
| 3M | -16.4% | +4.9% | -21.3% | -15.9% |
| 6M | -28.6% | -2.2% | -26.4% | -28.1% |
| YTD | -38.2% | +17.7% | -55.9% | -35.9% |
| 1Y | -25.5% | +26.1% | -51.6% | -22.0% |
| 3Y | +17.4% | +97.1% | -79.7% | +20.3% |
| All | +17.4% | +95.4% | -78.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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