-10.5%
ISRG vs CMI
+10.9%
-21.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.8% | +15.1% | +9.4% |
| 7D | +8.5% | -11.2% | +19.7% | +8.8% |
| 30D | +18.6% | -9.8% | +28.4% | +18.7% |
| 3M | +30.9% | -25.5% | +56.4% | +32.6% |
| 6M | +6.6% | -27.7% | +34.2% | +6.8% |
| YTD | -14.9% | -6.6% | -8.3% | -22.8% |
| 1Y | -10.5% | +11.7% | -22.2% | -26.4% |
| All | -10.5% | +10.9% | -21.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling