+525.5%
ISRG vs CLX
+20.0%
+505.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +4.8% | +13.6% | -8.8% | +2.5% |
| 30D | +9.2% | +23.4% | -14.1% | +5.3% |
| 3M | +21.2% | -2.8% | +24.0% | +21.6% |
| 6M | +0.2% | +14.0% | -13.7% | -2.1% |
| YTD | -20.1% | +4.2% | -24.2% | -21.1% |
| 1Y | -17.3% | -1.2% | -16.2% | -17.8% |
| 3Y | +63.3% | -12.7% | +76.0% | +64.4% |
| 5Y | +24.1% | -26.5% | +50.6% | +26.2% |
| All | +525.5% | +20.0% | +505.5% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling