+23.9%
ISRG vs CBRE
+26.4%
-2.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.1% |
| 7D | +4.8% | +5.2% | -0.4% | +2.4% |
| 30D | +9.2% | +6.2% | +3.0% | +5.7% |
| 3M | +21.2% | -8.1% | +29.3% | +25.3% |
| 6M | +0.2% | -6.6% | +6.9% | +2.7% |
| YTD | -20.1% | -15.7% | -4.3% | -14.9% |
| 1Y | -17.3% | -9.7% | -7.7% | -15.3% |
| 3Y | +63.3% | +80.4% | -17.1% | +12.5% |
| All | +23.9% | +26.4% | -2.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling