+23.9%
ISRG vs CDW
-10.5%
+34.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.1% |
| 30D | +9.2% | +14.7% | -5.5% | +4.2% |
| 3M | +21.2% | +11.1% | +10.0% | +16.1% |
| 6M | +0.2% | +45.6% | -45.3% | -15.1% |
| YTD | -20.1% | +17.1% | -37.1% | -27.7% |
| 1Y | -17.3% | +13.2% | -30.5% | -24.1% |
| 3Y | +63.3% | -22.2% | +85.5% | +70.5% |
| All | +23.9% | -10.5% | +34.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling