+536.3%
ISRG vs CME
+320.1%
+216.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +5.4% | -0.6% | +6.0% | +5.7% |
| 30D | +8.6% | +8.5% | +0.1% | +5.0% |
| 3M | +21.6% | +16.0% | +5.5% | +14.0% |
| 6M | +2.3% | +9.3% | -7.0% | -2.1% |
| YTD | -18.7% | +15.3% | -34.0% | -24.6% |
| 1Y | -17.8% | +14.4% | -32.2% | -23.6% |
| 3Y | +69.1% | +59.9% | +9.2% | +30.1% |
| 5Y | +26.5% | +69.4% | -43.0% | -6.2% |
| 10Y | +536.3% | +299.5% | +236.8% | +271.0% |
| All | +536.3% | +320.1% | +216.2% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling