+16.8%
ISRG vs CMI
+149.3%
-132.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -10.2% | -12.3% | +2.1% | -7.1% |
| 3M | -17.2% | -16.8% | -0.4% | -13.8% |
| 6M | -28.4% | +1.5% | -30.0% | -31.4% |
| YTD | -37.6% | +9.8% | -47.4% | -42.7% |
| 1Y | -24.4% | +42.6% | -67.0% | -38.2% |
| All | +16.8% | +149.3% | -132.5% | -25.0% |
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 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