+63.3%
ISRG vs CF
+57.7%
+5.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.3% |
| 7D | +4.8% | -3.2% | +8.0% | +4.8% |
| 30D | +9.2% | +4.3% | +4.9% | +9.5% |
| 3M | +21.2% | +2.8% | +18.4% | +21.2% |
| 6M | +0.2% | +0.6% | -0.4% | +0.3% |
| YTD | -20.1% | +56.6% | -76.7% | -24.7% |
| 1Y | -17.3% | +49.6% | -67.0% | -21.7% |
| 3Y | +63.3% | +61.5% | +1.8% | +52.3% |
| All | +63.3% | +57.7% | +5.6% | +52.3% |
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