+370.1%
ISRG vs CG
+324.5%
+45.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.5% |
| 7D | -5.0% | -6.4% | +1.4% | -2.4% |
| 30D | -10.2% | -7.1% | -3.1% | -7.6% |
| 3M | -17.2% | -1.6% | -15.6% | -17.1% |
| 6M | -28.4% | -8.3% | -20.1% | -26.6% |
| YTD | -37.6% | -23.8% | -13.8% | -31.5% |
| 1Y | -24.4% | -28.7% | +4.3% | -15.3% |
| 3Y | +18.4% | +49.2% | -30.7% | -9.2% |
| 5Y | -1.0% | +5.5% | -6.5% | -14.6% |
| 10Y | +370.1% | +331.2% | +38.9% | +155.8% |
| All | +370.1% | +324.5% | +45.7% | +155.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling