+25.5%
ISRG vs CDE
+95.5%
-70.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.1% |
| 7D | -2.0% | -9.6% | +7.6% | -0.8% |
| 30D | +5.6% | -6.7% | +12.2% | +6.2% |
| 3M | +10.5% | -24.2% | +34.8% | +13.6% |
| 6M | +2.6% | -29.1% | +31.7% | +5.6% |
| YTD | -21.7% | -21.5% | -0.2% | -21.6% |
| 1Y | -21.6% | -7.4% | -14.2% | -23.4% |
| 3Y | +57.0% | +596.3% | -539.3% | +7.4% |
| All | +25.5% | +95.5% | -70.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling