-21.4%
ISRG vs CLX
-1.9%
-19.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +4.8% | +13.6% | -8.8% | +1.5% |
| 30D | +9.2% | +23.4% | -14.1% | +3.8% |
| 3M | +21.2% | -2.8% | +24.0% | +21.5% |
| 6M | +0.2% | +14.0% | -13.7% | -2.0% |
| YTD | -20.1% | +4.2% | -24.2% | -20.8% |
| All | -21.4% | -1.9% | -19.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling