+500.7%
ISRG vs CF
+561.7%
-61.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.5% |
| 7D | +4.8% | -3.2% | +8.0% | +5.2% |
| 30D | +9.2% | +4.3% | +4.9% | +8.2% |
| 3M | +21.2% | +2.8% | +18.4% | +19.8% |
| 6M | +0.2% | +0.6% | -0.4% | -1.2% |
| YTD | -20.1% | +56.6% | -76.7% | -29.5% |
| 1Y | -17.3% | +49.6% | -67.0% | -26.5% |
| 3Y | +63.3% | +61.5% | +1.8% | +40.0% |
| 5Y | +24.1% | +124.0% | -99.9% | -6.7% |
| All | +500.7% | +561.7% | -61.0% | +282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling