+54.3%
ISRG vs CEG
+583.3%
-529.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -4.1% |
| 7D | +4.8% | -4.7% | +9.5% | +5.5% |
| 30D | +9.2% | -16.6% | +25.8% | +12.4% |
| 3M | +21.2% | -4.1% | +25.3% | +20.9% |
| 6M | +0.2% | -22.3% | +22.6% | +3.8% |
| YTD | -20.1% | -28.9% | +8.9% | -16.5% |
| 1Y | -17.3% | -28.5% | +11.1% | -14.0% |
| 3Y | +63.3% | +104.3% | -41.0% | +23.2% |
| All | +54.3% | +583.3% | -529.0% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling