+536.3%
ISRG vs CL
+76.2%
+460.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | +8.6% | +11.6% | -3.0% | +3.7% |
| 3M | +21.6% | +5.6% | +16.0% | +18.7% |
| 6M | +2.3% | +13.2% | -10.8% | -3.0% |
| YTD | -18.7% | +26.9% | -45.6% | -27.2% |
| 1Y | -17.8% | +27.3% | -45.1% | -26.5% |
| 3Y | +69.1% | +39.7% | +29.4% | +40.1% |
| 5Y | +26.5% | +41.3% | -14.8% | +3.2% |
| 10Y | +536.3% | +76.3% | +460.0% | +372.3% |
| All | +536.3% | +76.2% | +460.1% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling