+374.7%
ISRG vs CELH
+3,704.3%
-3,329.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.5% |
| 7D | -2.5% | -15.8% | +13.2% | -0.5% |
| 30D | -10.2% | -5.2% | -5.0% | -9.7% |
| 3M | -12.5% | -6.1% | -6.4% | -12.4% |
| 6M | -25.8% | -40.9% | +15.1% | -21.6% |
| YTD | -36.4% | -41.8% | +5.4% | -32.9% |
| 1Y | -19.9% | -52.6% | +32.7% | -14.1% |
| 3Y | +20.9% | -60.4% | +81.2% | +27.1% |
| 5Y | +5.7% | -12.6% | +18.3% | -5.7% |
| All | +374.7% | +3,704.3% | -3,329.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling