+25.5%
ISRG vs CBRE
+26.1%
-0.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | -1.8% | -0.3% | -1.2% |
| 30D | +5.6% | +3.3% | +2.3% | +3.6% |
| 3M | +10.5% | -12.4% | +22.9% | +17.1% |
| 6M | +2.6% | -5.4% | +8.0% | +4.5% |
| YTD | -21.7% | -17.2% | -4.5% | -15.9% |
| 1Y | -21.6% | -13.1% | -8.5% | -18.0% |
| 3Y | +57.0% | +81.6% | -24.5% | +7.6% |
| All | +25.5% | +26.1% | -0.7% | +1.3% |
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