+63.3%
ISRG vs CL
+38.3%
+25.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.9% |
| 7D | +4.8% | +1.3% | +3.5% | +4.6% |
| 30D | +9.2% | +11.4% | -2.1% | +7.1% |
| 3M | +21.2% | +4.4% | +16.7% | +20.0% |
| 6M | +0.2% | +10.8% | -10.5% | -1.4% |
| YTD | -20.1% | +25.1% | -45.2% | -22.9% |
| 1Y | -17.3% | +28.0% | -45.3% | -20.6% |
| 3Y | +63.3% | +37.6% | +25.7% | +46.2% |
| All | +63.3% | +38.3% | +25.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling