+550.7%
ISRG vs CL
+84.6%
+466.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.4% |
| 30D | +5.1% | +9.5% | -4.4% | +1.1% |
| 3M | +12.0% | +6.8% | +5.3% | +8.9% |
| 6M | +7.0% | +14.3% | -7.3% | +1.0% |
| YTD | -20.6% | +27.0% | -47.6% | -28.9% |
| 1Y | -21.4% | +26.3% | -47.7% | -29.5% |
| 3Y | +62.0% | +39.3% | +22.7% | +34.5% |
| 5Y | +28.1% | +41.5% | -13.4% | +4.5% |
| 10Y | +550.7% | +84.1% | +466.6% | +386.1% |
| All | +550.7% | +84.6% | +466.1% | +386.1% |
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