+69.0%
ISRG vs CI
+2.7%
+66.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | +4.4% | +1.0% | +3.4% | +4.3% |
| 30D | +15.8% | +9.9% | +5.9% | +15.1% |
| 3M | +24.9% | +12.1% | +12.8% | +24.0% |
| 6M | +3.8% | +10.6% | -6.8% | +3.1% |
| YTD | -17.3% | +11.4% | -28.7% | -17.8% |
| 1Y | -14.6% | +18.8% | -33.4% | -15.3% |
| All | +69.0% | +2.7% | +66.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling