+536.3%
ISRG vs CDW
+325.6%
+210.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | -0.4% |
| 7D | +5.4% | +9.3% | -3.9% | +1.3% |
| 30D | +8.6% | +15.8% | -7.2% | +1.6% |
| 3M | +21.6% | +21.8% | -0.2% | +10.1% |
| 6M | +2.3% | +58.8% | -56.4% | -20.4% |
| YTD | -18.7% | +22.8% | -41.5% | -30.4% |
| 1Y | -17.8% | +17.9% | -35.7% | -28.2% |
| 3Y | +69.1% | -17.4% | +86.5% | +70.7% |
| 5Y | +26.5% | -5.7% | +32.2% | +15.9% |
| 10Y | +536.3% | +319.5% | +216.8% | +233.8% |
| All | +536.3% | +325.6% | +210.6% | +233.8% |
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