-17.3%
ISRG vs CEG
-30.4%
+13.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.5% |
| 7D | +4.8% | -4.7% | +9.5% | +5.0% |
| 30D | +9.2% | -16.6% | +25.8% | +10.7% |
| 3M | +21.2% | -4.1% | +25.3% | +20.5% |
| 6M | +0.2% | -22.3% | +22.6% | +2.2% |
| YTD | -20.1% | -28.9% | +8.9% | -18.9% |
| 1Y | -17.3% | -28.5% | +11.1% | -16.9% |
| All | -17.3% | -30.4% | +13.0% | -16.9% |
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