+28.1%
ISRG vs CLF
-41.3%
+69.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -6.8% | +2.3% | -9.1% | -7.2% |
| 30D | +5.1% | +1.9% | +3.2% | +4.1% |
| 3M | +12.0% | +5.9% | +6.2% | +9.9% |
| 6M | +7.0% | +16.9% | -9.9% | +2.2% |
| YTD | -20.6% | -1.1% | -19.6% | -23.2% |
| 1Y | -21.4% | +28.8% | -50.3% | -27.6% |
| 3Y | +62.0% | -20.6% | +82.6% | +52.1% |
| 5Y | +28.1% | -41.5% | +69.7% | +21.7% |
| All | +28.1% | -41.3% | +69.5% | +21.7% |
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