+470.6%
ISRG vs CG
+351.2%
+119.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.6% | -4.3% | +2.7% | 0.0% |
| 30D | -2.3% | -5.1% | +2.8% | -0.6% |
| 3M | -12.4% | +8.7% | -21.1% | -15.3% |
| 6M | -26.8% | -9.2% | -17.6% | -24.9% |
| YTD | -35.3% | -18.9% | -16.4% | -31.3% |
| 1Y | -19.3% | -25.6% | +6.3% | -12.2% |
| 3Y | +18.1% | +57.3% | -39.1% | -6.5% |
| 5Y | +2.6% | +10.2% | -7.5% | -10.3% |
| 10Y | +379.4% | +364.2% | +15.2% | +174.8% |
| All | +470.6% | +351.2% | +119.4% | +223.3% |
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 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