+63.3%
ISRG vs CI
0.0%
+63.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -3.1% |
| 7D | +4.8% | -1.6% | +6.4% | +5.0% |
| 30D | +9.2% | +5.4% | +3.8% | +8.9% |
| 3M | +21.2% | +7.3% | +13.9% | +20.7% |
| 6M | +0.2% | +5.3% | -5.1% | -0.1% |
| YTD | -20.1% | +8.5% | -28.5% | -20.4% |
| 1Y | -17.3% | +17.1% | -34.4% | -17.9% |
| 3Y | +63.3% | +1.4% | +61.9% | +64.4% |
| All | +63.3% | 0.0% | +63.3% | +64.4% |
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