+500.7%
ISRG vs CLF
+104.8%
+395.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.6% |
| 7D | +4.8% | -19.6% | +24.4% | +7.8% |
| 30D | +9.2% | -5.0% | +14.2% | +9.3% |
| 3M | +21.2% | -6.3% | +27.5% | +21.0% |
| 6M | +0.2% | +2.8% | -2.5% | -2.4% |
| YTD | -20.1% | -13.7% | -6.3% | -21.1% |
| 1Y | -17.3% | +13.6% | -30.9% | -22.0% |
| 3Y | +63.3% | -34.0% | +97.3% | +58.1% |
| 5Y | +24.1% | -48.7% | +72.8% | +21.4% |
| All | +500.7% | +104.8% | +395.9% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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