+17,983.8%
ISRG vs CLX
+318.9%
+17,664.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.6% | -9.2% | +7.7% | +1.4% |
| 30D | -2.3% | -11.0% | +8.8% | +1.4% |
| 3M | -12.4% | +5.0% | -17.5% | -13.9% |
| 6M | -26.8% | -18.8% | -8.0% | -22.4% |
| YTD | -35.3% | -4.4% | -30.8% | -35.0% |
| 1Y | -19.3% | -21.9% | +2.5% | -13.9% |
| 3Y | +18.1% | -32.8% | +50.9% | +30.3% |
| 5Y | +2.6% | -34.6% | +37.2% | +11.3% |
| 10Y | +379.4% | -4.7% | +384.1% | +318.9% |
| All | +17,983.8% | +318.9% | +17,664.9% | +7,777.5% |
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