-10.5%
ISRG vs CI
+21.2%
-31.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.7% |
| 7D | +8.5% | +3.5% | +5.0% | +7.8% |
| 30D | +18.6% | +12.6% | +6.0% | +16.2% |
| 3M | +30.9% | +12.1% | +18.8% | +28.3% |
| 6M | +6.6% | +10.6% | -4.0% | +4.4% |
| YTD | -14.9% | +12.8% | -27.7% | -16.4% |
| 1Y | -10.5% | +18.0% | -28.5% | -12.0% |
| All | -10.5% | +21.2% | -31.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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