-19.3%
ISRG vs CG
-24.3%
+5.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -0.6% |
| 30D | -2.3% | -5.1% | +2.8% | -1.1% |
| 3M | -12.4% | +8.7% | -21.1% | -13.9% |
| 6M | -26.8% | -9.2% | -17.6% | -25.8% |
| YTD | -35.3% | -18.9% | -16.4% | -33.0% |
| 1Y | -19.3% | -25.6% | +6.3% | -17.0% |
| All | -19.3% | -24.3% | +5.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling