+550.7%
ISRG vs CDW
+338.4%
+212.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.1% |
| 7D | -6.8% | +2.6% | -9.3% | -7.9% |
| 30D | +5.1% | +20.4% | -15.3% | -3.5% |
| 3M | +12.0% | +28.5% | -16.4% | -1.0% |
| 6M | +7.0% | +70.6% | -63.6% | -19.7% |
| YTD | -20.6% | +29.1% | -49.7% | -33.6% |
| 1Y | -21.4% | +23.8% | -45.2% | -33.0% |
| 3Y | +62.0% | -14.5% | +76.5% | +61.2% |
| 5Y | +28.1% | -1.6% | +29.7% | +15.2% |
| 10Y | +550.7% | +322.0% | +228.7% | +228.5% |
| All | +550.7% | +338.4% | +212.3% | +228.5% |
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