+69.0%
ISRG vs CF
+56.6%
+12.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -2.5% |
| 7D | +4.4% | +0.4% | +4.0% | +4.5% |
| 30D | +15.8% | +2.2% | +13.6% | +15.9% |
| 3M | +24.9% | +2.1% | +22.8% | +24.9% |
| 6M | +3.8% | -6.5% | +10.3% | +4.0% |
| YTD | -17.3% | +55.6% | -72.8% | -22.1% |
| 1Y | -14.6% | +42.3% | -56.9% | -18.6% |
| All | +69.0% | +56.6% | +12.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling