+25.2%
ISRG vs CBOE
+194.5%
-169.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.7% |
| 7D | +2.1% | +6.0% | -3.9% | +1.4% |
| 30D | +6.2% | +19.9% | -13.8% | +3.7% |
| 3M | +14.4% | +28.4% | -13.9% | +10.5% |
| 6M | 0.0% | +5.2% | -5.2% | -0.3% |
| YTD | -20.5% | +46.4% | -67.0% | -25.9% |
| 1Y | -21.9% | +41.8% | -63.7% | -26.7% |
| 3Y | +62.2% | +114.4% | -52.3% | +28.9% |
| 5Y | +25.2% | +202.9% | -177.7% | -23.3% |
| All | +25.2% | +194.5% | -169.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling