+378.3%
ISRG vs CDW
+285.0%
+93.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.6% | +3.2% | -4.8% | -3.0% |
| 30D | -2.3% | +9.3% | -11.6% | -6.5% |
| 3M | -12.4% | +9.8% | -22.2% | -17.5% |
| 6M | -26.8% | +23.3% | -50.2% | -36.9% |
| YTD | -35.3% | +13.7% | -48.9% | -42.2% |
| 1Y | -19.3% | -6.5% | -12.8% | -20.8% |
| 3Y | +18.1% | -25.2% | +43.4% | +25.7% |
| 5Y | +2.6% | -19.5% | +22.1% | +2.3% |
| All | +378.3% | +285.0% | +93.2% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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