+25.5%
ISRG vs CMI
+114.0%
-88.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +5.6% | -14.0% | +19.6% | +10.3% |
| 3M | +10.5% | -28.1% | +38.7% | +22.6% |
| 6M | +2.6% | -35.8% | +38.5% | +17.1% |
| YTD | -21.7% | -10.5% | -11.2% | -23.8% |
| 1Y | -21.6% | -1.9% | -19.7% | -27.0% |
| 3Y | +57.0% | +121.0% | -64.0% | -4.7% |
| All | +25.5% | +114.0% | -88.5% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling