+537.3%
ISRG vs CDW
+329.6%
+207.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.5% |
| 7D | +2.1% | +13.1% | -11.0% | -3.4% |
| 30D | +6.2% | +19.1% | -13.0% | -2.0% |
| 3M | +14.4% | +24.7% | -10.3% | +2.5% |
| 6M | 0.0% | +63.4% | -63.4% | -23.2% |
| YTD | -20.5% | +26.3% | -46.9% | -32.9% |
| 1Y | -21.9% | +20.6% | -42.5% | -32.5% |
| 3Y | +62.2% | -16.3% | +78.5% | +63.0% |
| 5Y | +25.2% | -3.9% | +29.1% | +13.9% |
| 10Y | +537.3% | +331.5% | +205.8% | +238.4% |
| All | +537.3% | +329.6% | +207.8% | +238.4% |
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