+69.1%
ISRG vs CLF
-27.6%
+96.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +1.2% |
| 7D | +5.4% | -14.1% | +19.5% | +6.5% |
| 30D | +8.6% | -5.5% | +14.2% | +8.6% |
| 3M | +21.6% | 0.0% | +21.6% | +20.7% |
| 6M | +2.3% | +11.3% | -8.9% | -0.1% |
| YTD | -18.7% | -7.7% | -11.0% | -19.9% |
| 1Y | -17.8% | +17.5% | -35.3% | -21.2% |
| 3Y | +69.1% | -25.4% | +94.5% | +55.2% |
| All | +69.1% | -27.6% | +96.7% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling