+23.9%
ISRG vs CME
+69.3%
-45.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | +4.8% | +0.9% | +3.9% | +4.6% |
| 30D | +9.2% | +13.2% | -3.9% | +5.7% |
| 3M | +21.2% | +16.3% | +4.9% | +16.2% |
| 6M | +0.2% | +7.1% | -6.9% | -1.8% |
| YTD | -20.1% | +15.8% | -35.9% | -24.1% |
| 1Y | -17.3% | +17.1% | -34.4% | -21.9% |
| 3Y | +63.3% | +63.2% | +0.2% | +28.5% |
| All | +23.9% | +69.3% | -45.4% | -8.3% |
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 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