+22,093.8%
ISRG vs CLX
+386.9%
+21,706.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +2.1% | +13.6% | -11.5% | -1.9% |
| 30D | +6.2% | +29.1% | -22.9% | -2.1% |
| 3M | +14.4% | +1.6% | +12.8% | +13.6% |
| 6M | 0.0% | +18.7% | -18.7% | -5.6% |
| YTD | -20.5% | +11.1% | -31.6% | -24.1% |
| 1Y | -21.9% | +7.0% | -28.9% | -24.6% |
| 3Y | +62.2% | -10.0% | +72.2% | +62.7% |
| 5Y | +25.2% | -22.6% | +47.8% | +28.5% |
| 10Y | +537.3% | +29.3% | +508.0% | +395.7% |
| All | +22,093.8% | +386.9% | +21,706.9% | +9,101.2% |
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