+22,229.9%
ISRG vs CIEN
-52.8%
+22,282.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -4.2% |
| 7D | +4.8% | -24.1% | +28.9% | +8.8% |
| 30D | +9.2% | -45.5% | +54.7% | +18.8% |
| 3M | +21.2% | -39.7% | +60.9% | +28.4% |
| 6M | +0.2% | -57.8% | +58.0% | +10.6% |
| YTD | -20.1% | +4.1% | -24.1% | -25.7% |
| 1Y | -17.3% | +20.8% | -38.2% | -25.4% |
| 3Y | +63.3% | +463.1% | -399.8% | +10.2% |
| 5Y | +24.1% | +302.3% | -278.2% | -12.4% |
| 10Y | +507.0% | +1,164.4% | -657.4% | +251.3% |
| All | +22,229.9% | -52.8% | +22,282.7% | +11,043.0% |
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