-19.9%
ISRG vs CMI
+40.9%
-60.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -2.5% | +0.8% | -3.4% | -2.6% |
| 30D | -10.2% | -12.8% | +2.6% | -9.6% |
| 3M | -12.5% | -12.4% | -0.1% | -12.7% |
| 6M | -25.8% | -0.9% | -24.9% | -28.1% |
| YTD | -36.4% | +8.9% | -45.2% | -39.5% |
| 1Y | -19.9% | +37.7% | -57.6% | -23.9% |
| All | -19.9% | +40.9% | -60.8% | -23.9% |
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