+17,983.8%
ISRG vs CDNS
+1,537.5%
+16,446.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.5% |
| 7D | -1.6% | -14.0% | +12.4% | +3.4% |
| 30D | -2.3% | -13.2% | +10.9% | +2.2% |
| 3M | -12.4% | -28.9% | +16.5% | -2.2% |
| 6M | -26.8% | -4.2% | -22.7% | -26.9% |
| YTD | -35.3% | -6.4% | -28.9% | -35.0% |
| 1Y | -19.3% | -16.2% | -3.1% | -16.3% |
| 3Y | +18.1% | +20.2% | -2.0% | +5.9% |
| 5Y | +2.6% | +76.6% | -74.0% | -19.7% |
| 10Y | +379.4% | +1,029.7% | -650.2% | +115.2% |
| All | +17,983.8% | +1,537.5% | +16,446.4% | +4,668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling