+608.6%
ISRG vs CFG
+396.4%
+212.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | -2.3% | -3.8% | +1.6% | -1.2% |
| 3M | -12.4% | +11.5% | -23.9% | -15.3% |
| 6M | -26.8% | +19.2% | -46.0% | -30.7% |
| YTD | -35.3% | +23.7% | -59.0% | -39.5% |
| 1Y | -19.3% | +38.8% | -58.2% | -27.3% |
| 3Y | +18.1% | +178.9% | -160.8% | -15.5% |
| 5Y | +2.6% | +101.8% | -99.1% | -20.8% |
| 10Y | +379.4% | +317.3% | +62.2% | +173.5% |
| All | +608.6% | +396.4% | +212.2% | +281.1% |
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