-10.5%
ISRG vs CEG
-33.0%
+22.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.7% | +16.1% | +9.7% |
| 7D | +8.5% | -4.8% | +13.3% | +8.7% |
| 30D | +18.6% | -8.2% | +26.8% | +18.9% |
| 3M | +30.9% | -7.9% | +38.8% | +30.7% |
| 6M | +6.6% | -23.2% | +29.8% | +8.7% |
| YTD | -14.9% | -30.1% | +15.3% | -13.6% |
| 1Y | -10.5% | -31.9% | +21.4% | -9.3% |
| All | -10.5% | -33.0% | +22.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling