+356.0%
ISRG vs CLX
-3.9%
+359.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -5.2% | -3.5% | -1.6% | -4.5% |
| 30D | -7.6% | -11.9% | +4.3% | -5.5% |
| 3M | -16.4% | -2.6% | -13.7% | -15.9% |
| 6M | -28.6% | -18.2% | -10.4% | -26.4% |
| YTD | -38.2% | -5.9% | -32.3% | -37.8% |
| 1Y | -25.5% | -23.8% | -1.7% | -22.4% |
| 3Y | +17.4% | -33.6% | +51.0% | +24.1% |
| 5Y | -3.0% | -35.7% | +32.7% | +1.2% |
| 10Y | +356.0% | -2.5% | +358.5% | +339.6% |
| All | +356.0% | -3.9% | +359.9% | +339.6% |
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