+22,229.9%
ISRG vs CLX
+356.5%
+21,873.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | +4.8% | +13.6% | -8.8% | +0.7% |
| 30D | +9.2% | +23.4% | -14.1% | +2.2% |
| 3M | +21.2% | -2.8% | +24.0% | +22.1% |
| 6M | +0.2% | +14.0% | -13.7% | -4.1% |
| YTD | -20.1% | +4.2% | -24.2% | -22.0% |
| 1Y | -17.3% | -1.2% | -16.2% | -18.1% |
| 3Y | +63.3% | -12.7% | +76.0% | +65.3% |
| 5Y | +24.1% | -26.5% | +50.6% | +29.5% |
| 10Y | +507.0% | +20.2% | +486.7% | +383.9% |
| All | +22,229.9% | +356.5% | +21,873.3% | +9,352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling