+3.8%
ISRG vs CLF
+8.4%
-4.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.2% | +9.4% | -3.2% |
| 7D | +4.4% | -21.0% | +25.4% | +3.6% |
| 30D | +15.8% | -8.0% | +23.8% | +14.8% |
| 3M | +24.9% | -10.9% | +35.8% | +23.4% |
| 6M | +3.8% | +5.8% | -2.0% | +5.4% |
| All | +3.8% | +8.4% | -4.6% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling