+63.3%
ISRG vs CLX
-10.2%
+73.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +4.8% | +13.6% | -8.8% | +2.4% |
| 30D | +9.2% | +23.4% | -14.1% | +5.2% |
| 3M | +21.2% | -2.8% | +24.0% | +21.4% |
| 6M | +0.2% | +14.0% | -13.7% | -1.7% |
| YTD | -20.1% | +4.2% | -24.2% | -21.3% |
| 1Y | -17.3% | -1.2% | -16.2% | -18.2% |
| 3Y | +63.3% | -12.7% | +76.0% | +61.0% |
| All | +63.3% | -10.2% | +73.5% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling