-19.0%
ISRG vs CDE
+40.5%
-59.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +0.7% | -3.1% | +3.8% | +0.9% |
| 30D | -8.0% | +9.5% | -17.5% | -8.8% |
| 3M | -10.6% | +25.5% | -36.1% | -12.6% |
| 6M | -25.1% | -7.9% | -17.2% | -25.6% |
| YTD | -34.8% | +15.6% | -50.4% | -36.0% |
| 1Y | -19.0% | +34.0% | -53.1% | -21.9% |
| All | -19.0% | +40.5% | -59.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling