+500.7%
ISRG vs CG
+290.3%
+210.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | +9.2% | +5.0% | +4.2% | +7.0% |
| 3M | +21.2% | -18.2% | +39.4% | +31.0% |
| 6M | +0.2% | -20.7% | +21.0% | +9.2% |
| YTD | -20.1% | -31.4% | +11.4% | -8.6% |
| 1Y | -17.3% | -22.3% | +4.9% | -10.6% |
| 3Y | +63.3% | +50.2% | +13.1% | +23.8% |
| 5Y | +24.1% | -22.1% | +46.1% | +21.5% |
| All | +500.7% | +290.3% | +210.4% | +221.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling