+537.3%
ISRG vs CBRE
+388.5%
+148.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.5% |
| 30D | +6.2% | +3.1% | +3.1% | +4.3% |
| 3M | +14.4% | -6.4% | +20.8% | +17.1% |
| 6M | 0.0% | -7.9% | +7.9% | +3.0% |
| YTD | -20.5% | -16.2% | -4.4% | -15.4% |
| 1Y | -21.9% | -11.2% | -10.7% | -19.2% |
| 3Y | +62.2% | +83.4% | -21.2% | +15.5% |
| 5Y | +25.2% | +28.4% | -3.3% | +3.8% |
| 10Y | +537.3% | +386.8% | +150.5% | +236.0% |
| All | +537.3% | +388.5% | +148.8% | +236.0% |
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