+1,087.4%
ISRG vs CBOE
+1,316.0%
-228.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -6.1% | +4.5% | -10.6% | -7.2% |
| 30D | +4.2% | +26.2% | -22.0% | -1.9% |
| 3M | +9.6% | +27.1% | -17.5% | +2.5% |
| 6M | +1.9% | +4.2% | -2.3% | -0.3% |
| YTD | -22.3% | +48.0% | -70.4% | -31.4% |
| 1Y | -23.2% | +42.4% | -65.6% | -31.5% |
| 3Y | +58.5% | +116.8% | -58.3% | +21.6% |
| 5Y | +23.9% | +199.0% | -175.1% | -15.2% |
| 10Y | +536.7% | +515.4% | +21.3% | +246.0% |
| All | +1,087.4% | +1,316.0% | -228.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling