+23,005.1%
ISRG vs CL
+506.8%
+22,498.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +4.4% | +5.9% | -1.5% | +1.7% |
| 30D | +15.8% | +13.8% | +2.0% | +8.9% |
| 3M | +24.9% | +6.4% | +18.5% | +21.2% |
| 6M | +3.8% | +15.6% | -11.8% | -3.2% |
| YTD | -17.3% | +27.9% | -45.2% | -27.0% |
| 1Y | -14.6% | +31.4% | -46.0% | -25.7% |
| 3Y | +68.2% | +41.4% | +26.8% | +38.0% |
| 5Y | +28.4% | +42.8% | -14.4% | +3.9% |
| 10Y | +528.0% | +79.7% | +448.4% | +345.0% |
| All | +23,005.1% | +506.8% | +22,498.3% | +8,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling