-25.5%
ISRG vs CEG
-1.1%
-24.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | +6.7% | -11.9% | -5.7% |
| 30D | -7.6% | +11.0% | -18.5% | -8.4% |
| 3M | -16.4% | +19.5% | -35.8% | -17.6% |
| 6M | -28.6% | -5.9% | -22.7% | -28.7% |
| YTD | -38.2% | -15.0% | -23.2% | -38.8% |
| 1Y | -25.5% | +0.6% | -26.1% | -22.6% |
| All | -25.5% | -1.1% | -24.4% | -22.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling