+28.1%
ISRG vs CI
+52.1%
-24.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -6.8% | -1.3% | -5.5% | -6.5% |
| 30D | +5.1% | +6.4% | -1.3% | +4.0% |
| 3M | +12.0% | +10.7% | +1.4% | +10.0% |
| 6M | +7.0% | +5.5% | +1.5% | +5.8% |
| YTD | -20.6% | +11.4% | -32.0% | -22.4% |
| 1Y | -21.4% | +15.0% | -36.5% | -23.7% |
| 3Y | +62.0% | +9.0% | +53.0% | +53.0% |
| 5Y | +28.1% | +52.0% | -23.8% | -3.4% |
| All | +28.1% | +52.1% | -24.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling