+500.7%
ISRG vs CDW
+303.2%
+197.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | +4.8% | +2.1% | +2.7% | +3.8% |
| 30D | +9.2% | +14.7% | -5.5% | +2.6% |
| 3M | +21.2% | +11.1% | +10.0% | +14.3% |
| 6M | +0.2% | +45.6% | -45.3% | -18.9% |
| YTD | -20.1% | +17.1% | -37.1% | -30.1% |
| 1Y | -17.3% | +13.2% | -30.5% | -26.5% |
| 3Y | +63.3% | -22.2% | +85.5% | +69.6% |
| 5Y | +24.1% | -10.1% | +34.2% | +16.2% |
| All | +500.7% | +303.2% | +197.5% | +220.6% |
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