-10.5%
ISRG vs CF
+35.9%
-46.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.4% | +13.8% | +8.3% |
| 7D | +8.5% | -6.9% | +15.4% | +7.0% |
| 30D | +18.6% | -3.7% | +22.3% | +17.8% |
| 3M | +30.9% | -5.0% | +35.9% | +29.8% |
| 6M | +6.6% | -10.5% | +17.0% | +5.3% |
| YTD | -14.9% | +46.5% | -61.4% | -9.3% |
| 1Y | -10.5% | +34.8% | -45.3% | -5.0% |
| All | -10.5% | +35.9% | -46.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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