+23,005.1%
ISRG vs CLF
+364.6%
+22,640.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.2% | +9.4% | -0.9% |
| 7D | +4.4% | -21.0% | +25.4% | +8.1% |
| 30D | +15.8% | -8.0% | +23.8% | +16.4% |
| 3M | +24.9% | -10.9% | +35.8% | +25.8% |
| 6M | +3.8% | +5.8% | -2.0% | +0.4% |
| YTD | -17.3% | -15.1% | -2.1% | -18.2% |
| 1Y | -14.6% | +7.2% | -21.8% | -18.9% |
| 3Y | +68.2% | -34.2% | +102.4% | +62.8% |
| 5Y | +28.4% | -49.6% | +78.0% | +25.9% |
| 10Y | +528.0% | +109.9% | +418.1% | +317.6% |
| All | +23,005.1% | +364.6% | +22,640.5% | +7,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling