+4,312.2%
ISRG vs CF
+5,948.3%
-1,636.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -1.6% | +6.0% | -7.6% | -2.8% |
| 30D | -2.3% | +14.8% | -17.1% | -5.3% |
| 3M | -12.4% | +14.1% | -26.5% | -15.5% |
| 6M | -26.8% | +28.5% | -55.4% | -32.5% |
| YTD | -35.3% | +74.9% | -110.2% | -44.5% |
| 1Y | -19.3% | +61.7% | -81.0% | -29.7% |
| 3Y | +18.1% | +80.3% | -62.2% | -1.8% |
| 5Y | +2.6% | +226.0% | -223.3% | -29.0% |
| 10Y | +379.4% | +569.9% | -190.4% | +160.0% |
| All | +4,312.2% | +5,948.3% | -1,636.1% | +961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling