+2.0%
ISRG vs CMS
+23.4%
-21.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -2.3% | -3.6% | +1.3% | -1.3% |
| 3M | -12.4% | -1.9% | -10.5% | -12.0% |
| 6M | -26.8% | -11.0% | -15.9% | -24.6% |
| YTD | -35.3% | +0.2% | -35.5% | -35.6% |
| 1Y | -19.3% | -1.3% | -18.0% | -19.5% |
| 3Y | +18.1% | +35.9% | -17.8% | +2.9% |
| All | +2.0% | +23.4% | -21.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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