+536.3%
ISRG vs CG
+320.1%
+216.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | -1.0% |
| 7D | +5.4% | +3.0% | +2.4% | +4.1% |
| 30D | +8.6% | +10.1% | -1.5% | +4.3% |
| 3M | +21.6% | -10.8% | +32.4% | +26.8% |
| 6M | +2.3% | -15.2% | +17.6% | +8.4% |
| YTD | -18.7% | -26.9% | +8.2% | -9.5% |
| 1Y | -17.8% | -17.0% | -0.7% | -13.4% |
| 3Y | +69.1% | +54.6% | +14.4% | +26.9% |
| 5Y | +26.5% | -16.7% | +43.2% | +20.5% |
| 10Y | +536.3% | +320.1% | +216.1% | +242.0% |
| All | +536.3% | +320.1% | +216.1% | +242.0% |
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 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