+378.3%
ISRG vs CME
+284.8%
+93.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -1.6% | 0.0% | -1.0% |
| 30D | -2.3% | +6.2% | -8.5% | -4.8% |
| 3M | -12.4% | +10.4% | -22.9% | -16.4% |
| 6M | -26.8% | -9.5% | -17.3% | -24.3% |
| YTD | -35.3% | +6.0% | -41.3% | -37.7% |
| 1Y | -19.3% | +9.3% | -28.6% | -23.7% |
| 3Y | +18.1% | +57.7% | -39.5% | -8.9% |
| 5Y | +2.6% | +77.7% | -75.0% | -25.5% |
| All | +378.3% | +284.8% | +93.4% | +212.3% |
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