+536.3%
ISRG vs CBRE
+421.6%
+114.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +0.8% |
| 7D | +5.4% | +1.0% | +4.4% | +5.0% |
| 30D | +8.6% | +5.6% | +3.0% | +5.5% |
| 3M | +21.6% | -6.8% | +28.3% | +24.6% |
| 6M | +2.3% | -5.6% | +7.9% | +4.2% |
| YTD | -18.7% | -14.1% | -4.6% | -14.4% |
| 1Y | -17.8% | -9.5% | -8.3% | -15.7% |
| 3Y | +69.1% | +91.8% | -22.7% | +17.9% |
| 5Y | +26.5% | +30.3% | -3.8% | +4.2% |
| 10Y | +536.3% | +406.9% | +129.4% | +235.0% |
| All | +536.3% | +421.6% | +114.7% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling