+23.4%
ISRG vs CDNS
+19.0%
+4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.6% |
| 7D | -1.6% | -14.0% | +12.4% | +3.7% |
| 30D | -2.3% | -13.2% | +10.9% | +2.4% |
| 3M | -12.4% | -28.9% | +16.5% | -1.7% |
| 6M | -26.8% | -4.2% | -22.7% | -27.4% |
| YTD | -35.3% | -6.4% | -28.9% | -35.5% |
| 1Y | -19.3% | -16.2% | -3.1% | -16.3% |
| All | +23.4% | +19.0% | +4.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling