-1.8%
ISRG vs CMG
-3.3%
+1.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | -7.6% | +12.7% | -20.3% | -12.0% |
| 3M | -16.4% | +26.3% | -42.6% | -25.4% |
| 6M | -28.6% | +4.5% | -33.1% | -31.2% |
| YTD | -38.2% | -0.1% | -38.1% | -39.6% |
| 1Y | -25.5% | -6.8% | -18.7% | -26.1% |
| 3Y | +17.4% | -5.0% | +22.4% | +7.8% |
| All | -1.8% | -3.3% | +1.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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