+4,012.4%
ISRG vs CELH
+305.2%
+3,707.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | +5.6% | +19.3% | -13.8% | +5.2% |
| 3M | +10.5% | +12.6% | -2.1% | +10.2% |
| 6M | +2.6% | +16.4% | -13.7% | +2.2% |
| YTD | -21.7% | -29.1% | +7.4% | -21.3% |
| 1Y | -21.6% | -26.3% | +4.8% | -21.3% |
| 3Y | +57.0% | -40.1% | +97.2% | +57.1% |
| 5Y | +25.0% | +16.7% | +8.3% | +23.0% |
| 10Y | +542.1% | +4,466.2% | -3,924.1% | +514.9% |
| All | +4,012.4% | +305.2% | +3,707.1% | +4,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling