+17,676.1%
ISRG vs CGNX
+417.1%
+17,259.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | -10.2% | -1.8% | -8.4% | -10.0% |
| 3M | -12.5% | +5.3% | -17.8% | -15.0% |
| 6M | -25.8% | +22.3% | -48.1% | -31.4% |
| YTD | -36.4% | +72.2% | -108.5% | -48.1% |
| 1Y | -19.9% | +39.8% | -59.7% | -31.3% |
| 3Y | +20.9% | +44.8% | -24.0% | -2.1% |
| 5Y | +5.7% | -27.0% | +32.7% | +2.8% |
| 10Y | +379.7% | +177.7% | +202.0% | +212.6% |
| All | +17,676.1% | +417.1% | +17,259.0% | +6,345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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