+2.0%
ISRG vs CME
+78.2%
-76.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | -2.3% | +6.2% | -8.5% | -4.0% |
| 3M | -12.4% | +10.4% | -22.9% | -15.1% |
| 6M | -26.8% | -9.5% | -17.3% | -24.9% |
| YTD | -35.3% | +6.0% | -41.3% | -37.1% |
| 1Y | -19.3% | +9.3% | -28.6% | -22.7% |
| 3Y | +18.1% | +57.7% | -39.5% | -9.0% |
| All | +2.0% | +78.2% | -76.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling