+539.2%
ISRG vs CF
+479.1%
+60.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +4.8% | -6.8% | -2.8% |
| 30D | +5.6% | +4.7% | +0.8% | +4.5% |
| 3M | +10.5% | +7.4% | +3.1% | +8.5% |
| 6M | +2.6% | +0.6% | +2.0% | +1.4% |
| YTD | -21.7% | +64.1% | -85.8% | -31.7% |
| 1Y | -21.6% | +51.4% | -73.0% | -30.5% |
| 3Y | +57.0% | +67.8% | -10.8% | +33.2% |
| 5Y | +25.0% | +114.1% | -89.1% | -5.2% |
| All | +539.2% | +479.1% | +60.1% | +272.4% |
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