+604.6%
ISRG vs CG
+281.3%
+323.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +9.2% | +5.0% | +4.2% | +7.3% |
| 3M | +21.2% | -18.2% | +39.4% | +29.7% |
| 6M | +0.2% | -20.7% | +21.0% | +8.0% |
| YTD | -20.1% | -31.4% | +11.4% | -10.1% |
| 1Y | -17.3% | -22.3% | +4.9% | -11.4% |
| 3Y | +63.3% | +50.2% | +13.1% | +31.0% |
| 5Y | +24.1% | -22.1% | +46.1% | +22.0% |
| 10Y | +507.0% | +295.5% | +211.4% | +268.2% |
| All | +604.6% | +281.3% | +323.3% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling