+374.7%
ISRG vs CMI
+509.0%
-134.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | -2.5% | +0.8% | -3.4% | -2.9% |
| 30D | -10.2% | -12.8% | +2.6% | -5.0% |
| 3M | -12.5% | -12.4% | -0.1% | -8.7% |
| 6M | -25.8% | -0.9% | -24.9% | -28.0% |
| YTD | -36.4% | +8.9% | -45.2% | -41.5% |
| 1Y | -19.9% | +37.7% | -57.6% | -34.7% |
| 3Y | +20.9% | +148.9% | -128.0% | -28.2% |
| 5Y | +5.7% | +164.4% | -158.7% | -40.3% |
| All | +374.7% | +509.0% | -134.3% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling