+2.0%
ISRG vs CLF
-47.7%
+49.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -1.6% | +7.6% | -9.2% | -2.7% |
| 30D | -2.3% | -1.2% | -1.1% | -2.2% |
| 3M | -12.4% | -13.4% | +0.9% | -11.2% |
| 6M | -26.8% | +15.4% | -42.3% | -29.6% |
| YTD | -35.3% | -5.9% | -29.4% | -36.3% |
| 1Y | -19.3% | +18.8% | -38.1% | -25.3% |
| 3Y | +18.1% | -19.4% | +37.5% | +10.7% |
| All | +2.0% | -47.7% | +49.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling