+63.3%
ISRG vs CDW
-21.8%
+85.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | +4.8% | +2.1% | +2.7% | +4.3% |
| 30D | +9.2% | +14.7% | -5.5% | +6.1% |
| 3M | +21.2% | +11.1% | +10.0% | +18.1% |
| 6M | +0.2% | +45.6% | -45.3% | -10.0% |
| YTD | -20.1% | +17.1% | -37.1% | -24.7% |
| 1Y | -17.3% | +13.2% | -30.5% | -21.2% |
| 3Y | +63.3% | -22.2% | +85.5% | +56.9% |
| All | +63.3% | -21.8% | +85.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling