+356.0%
ISRG vs CDNS
+997.8%
-641.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.0% |
| 7D | -5.2% | -9.2% | +4.1% | -0.4% |
| 30D | -7.6% | -16.3% | +8.7% | +0.7% |
| 3M | -16.4% | -27.9% | +11.6% | -1.6% |
| 6M | -28.6% | -4.3% | -24.2% | -29.1% |
| YTD | -38.2% | -9.1% | -29.1% | -37.5% |
| 1Y | -25.5% | -21.2% | -4.3% | -19.2% |
| 3Y | +17.4% | +19.4% | -2.0% | -5.2% |
| 5Y | -3.0% | +71.6% | -74.6% | -39.2% |
| 10Y | +356.0% | +1,005.1% | -649.1% | +5.7% |
| All | +356.0% | +997.8% | -641.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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