+536.3%
ISRG vs CF
+546.3%
-10.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | +8.6% | +6.9% | +1.7% | +7.1% |
| 3M | +21.6% | +4.8% | +16.7% | +19.8% |
| 6M | +2.3% | +4.7% | -2.3% | +0.1% |
| YTD | -18.7% | +56.5% | -75.2% | -28.5% |
| 1Y | -17.8% | +48.4% | -66.2% | -26.9% |
| 3Y | +69.1% | +59.1% | +9.9% | +44.9% |
| 5Y | +26.5% | +109.5% | -83.1% | -3.8% |
| 10Y | +536.3% | +487.0% | +49.3% | +277.4% |
| All | +536.3% | +546.3% | -10.0% | +277.4% |
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