+23.9%
ISRG vs CLF
-51.2%
+75.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -3.6% |
| 7D | +4.8% | -19.6% | +24.4% | +7.7% |
| 30D | +9.2% | -5.0% | +14.2% | +9.2% |
| 3M | +21.2% | -6.3% | +27.5% | +20.9% |
| 6M | +0.2% | +2.8% | -2.5% | -2.6% |
| YTD | -20.1% | -13.7% | -6.3% | -21.1% |
| 1Y | -17.3% | +13.6% | -30.9% | -22.5% |
| 3Y | +63.3% | -34.0% | +97.3% | +58.3% |
| All | +23.9% | -51.2% | +75.1% | +20.8% |
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