-25.5%
ISRG vs CBRE
-12.5%
-13.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.0% |
| 7D | -5.2% | -1.5% | -3.6% | -4.6% |
| 30D | -7.6% | -4.0% | -3.6% | -6.2% |
| 3M | -16.4% | +8.0% | -24.4% | -18.6% |
| 6M | -28.6% | +4.0% | -32.5% | -29.4% |
| YTD | -38.2% | -11.5% | -26.6% | -37.2% |
| 1Y | -25.5% | -13.0% | -12.5% | -24.2% |
| All | -25.5% | -12.5% | -13.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CBRE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling