-1.0%
ISRG vs CELH
-4.4%
+3.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.0% |
| 7D | -5.0% | -11.7% | +6.7% | -3.1% |
| 30D | -10.2% | +1.6% | -11.8% | -10.6% |
| 3M | -17.2% | -2.0% | -15.2% | -17.7% |
| 6M | -28.4% | -36.2% | +7.8% | -24.0% |
| YTD | -37.6% | -39.6% | +1.9% | -33.5% |
| 1Y | -24.4% | -50.7% | +26.2% | -17.6% |
| 3Y | +18.4% | -58.9% | +77.3% | +26.5% |
| 5Y | -1.0% | -5.4% | +4.4% | -29.0% |
| All | -1.0% | -4.4% | +3.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling