+17,983.8%
ISRG vs CIEN
-37.8%
+18,021.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | -1.6% | -15.2% | +13.6% | +0.9% |
| 30D | -2.3% | -21.5% | +19.2% | +1.1% |
| 3M | -12.4% | -40.1% | +27.6% | -6.4% |
| 6M | -26.8% | -6.6% | -20.3% | -28.7% |
| YTD | -35.3% | +37.3% | -72.5% | -41.3% |
| 1Y | -19.3% | +174.5% | -193.9% | -35.6% |
| 3Y | +18.1% | +562.3% | -544.1% | -20.8% |
| 5Y | +2.6% | +463.9% | -461.3% | -30.1% |
| 10Y | +379.4% | +1,302.4% | -922.9% | +176.9% |
| All | +17,983.8% | -37.8% | +18,021.6% | +8,693.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 all: compounded portfolio wealth divided by compounded CIEN 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…
all analysis · Full analysis span regression · 6 months rolling