+22,093.8%
ISRG vs CDNS
+1,755.3%
+20,338.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | +6.2% | -6.0% | +12.2% | +8.0% |
| 3M | +14.4% | -0.1% | +14.5% | +13.4% |
| 6M | 0.0% | -8.6% | +8.6% | +1.4% |
| YTD | -20.5% | +6.1% | -26.6% | -24.0% |
| 1Y | -21.9% | +0.8% | -22.7% | -24.2% |
| 3Y | +62.2% | +26.8% | +35.4% | +42.0% |
| 5Y | +25.2% | +86.9% | -61.7% | -4.6% |
| 10Y | +537.3% | +1,235.1% | -697.8% | +169.4% |
| All | +22,093.8% | +1,755.3% | +20,338.4% | +5,475.5% |
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