+23.9%
ISRG vs CL
+39.7%
-15.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | +4.8% | +1.3% | +3.5% | +4.5% |
| 30D | +9.2% | +11.4% | -2.1% | +5.8% |
| 3M | +21.2% | +4.4% | +16.7% | +19.5% |
| 6M | +0.2% | +10.8% | -10.5% | -2.7% |
| YTD | -20.1% | +25.1% | -45.2% | -25.6% |
| 1Y | -17.3% | +28.0% | -45.3% | -23.7% |
| 3Y | +63.3% | +37.6% | +25.7% | +40.1% |
| All | +23.9% | +39.7% | -15.8% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling