+57.0%
ISRG vs CMI
+121.3%
-64.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +5.6% | -14.0% | +19.6% | +8.8% |
| 3M | +10.5% | -28.1% | +38.7% | +19.1% |
| 6M | +2.6% | -35.8% | +38.5% | +13.0% |
| YTD | -21.7% | -10.5% | -11.2% | -24.8% |
| 1Y | -21.6% | -1.9% | -19.7% | -27.5% |
| 3Y | +57.0% | +121.0% | -64.0% | +6.4% |
| All | +57.0% | +121.3% | -64.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling