+805.4%
ISRG vs CFG
+351.2%
+454.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.9% |
| 7D | +4.4% | -2.2% | +6.6% | +5.2% |
| 30D | +15.8% | +0.4% | +15.4% | +15.7% |
| 3M | +24.9% | -12.6% | +37.5% | +29.9% |
| 6M | +3.8% | +0.6% | +3.2% | +3.6% |
| YTD | -17.3% | +12.4% | -29.7% | -20.5% |
| 1Y | -14.6% | +27.7% | -42.3% | -21.0% |
| 3Y | +68.2% | +172.4% | -104.2% | +21.5% |
| 5Y | +28.4% | +64.0% | -35.6% | +5.5% |
| 10Y | +528.0% | +252.8% | +275.2% | +275.4% |
| All | +805.4% | +351.2% | +454.2% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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