-17.3%
ISRG vs CG
-21.8%
+4.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +9.2% | +5.0% | +4.2% | +8.0% |
| 3M | +21.2% | -18.2% | +39.4% | +27.4% |
| 6M | +0.2% | -20.7% | +21.0% | +6.0% |
| YTD | -20.1% | -31.4% | +11.4% | -13.2% |
| 1Y | -17.3% | -22.3% | +4.9% | -13.3% |
| All | -17.3% | -21.8% | +4.5% | -13.3% |
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