+550.7%
ISRG vs CI
+149.2%
+401.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -6.8% | -1.3% | -5.5% | -6.4% |
| 30D | +5.1% | +6.4% | -1.3% | +3.0% |
| 3M | +12.0% | +10.7% | +1.4% | +8.3% |
| 6M | +7.0% | +5.5% | +1.5% | +4.7% |
| YTD | -20.6% | +11.4% | -32.0% | -24.1% |
| 1Y | -21.4% | +15.0% | -36.5% | -25.8% |
| 3Y | +62.0% | +9.0% | +53.0% | +47.6% |
| 5Y | +28.1% | +52.0% | -23.8% | -1.5% |
| 10Y | +550.7% | +150.9% | +399.8% | +327.7% |
| All | +550.7% | +149.2% | +401.5% | +327.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling