+26.5%
ISRG vs CMS
+36.1%
-9.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +8.6% | +7.1% | +1.6% | +6.7% |
| 3M | +21.6% | -1.3% | +22.9% | +21.9% |
| 6M | +2.3% | -2.7% | +5.0% | +3.0% |
| YTD | -18.7% | +2.6% | -21.3% | -19.6% |
| 1Y | -17.8% | -2.0% | -15.8% | -17.6% |
| 3Y | +69.1% | +39.6% | +29.5% | +46.0% |
| 5Y | +26.5% | +35.3% | -8.9% | +12.4% |
| All | +26.5% | +36.1% | -9.6% | +12.4% |
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