+63.3%
ISRG vs CME
+66.3%
-3.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.4% |
| 7D | +4.8% | +0.9% | +3.9% | +4.8% |
| 30D | +9.2% | +13.2% | -3.9% | +9.9% |
| 3M | +21.2% | +16.3% | +4.9% | +22.2% |
| 6M | +0.2% | +7.1% | -6.9% | 0.0% |
| YTD | -20.1% | +15.8% | -35.9% | -19.3% |
| 1Y | -17.3% | +17.1% | -34.4% | -16.5% |
| 3Y | +63.3% | +63.2% | +0.2% | +69.0% |
| All | +63.3% | +66.3% | -3.0% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling