+23.4%
ISRG vs CLX
-32.3%
+55.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.6% | -9.2% | +7.7% | +0.1% |
| 30D | -2.3% | -11.0% | +8.8% | -0.2% |
| 3M | -12.4% | +5.0% | -17.5% | -12.8% |
| 6M | -26.8% | -18.8% | -8.0% | -25.2% |
| YTD | -35.3% | -4.4% | -30.8% | -35.2% |
| 1Y | -19.3% | -21.9% | +2.5% | -16.7% |
| All | +23.4% | -32.3% | +55.7% | +22.1% |
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