+376.2%
ISRG vs CL
+50.5%
+325.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -2.3% | -4.8% | +2.6% | -0.2% |
| 3M | -12.4% | +4.9% | -17.4% | -14.2% |
| 6M | -26.8% | -5.7% | -21.1% | -25.2% |
| YTD | -35.3% | +14.4% | -49.6% | -39.4% |
| 1Y | -19.3% | +8.7% | -28.1% | -23.0% |
| 3Y | +18.1% | +30.0% | -11.8% | +0.3% |
| 5Y | +2.6% | +28.4% | -25.7% | -13.0% |
| All | +376.2% | +50.5% | +325.7% | +284.3% |
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