+17,983.8%
ISRG vs CMS
+545.8%
+17,438.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -12.4% | -1.9% | -10.5% | -11.9% |
| 6M | -26.8% | -11.0% | -15.9% | -23.9% |
| YTD | -35.3% | +0.2% | -35.5% | -35.6% |
| 1Y | -19.3% | -1.3% | -18.0% | -19.4% |
| 3Y | +18.1% | +35.9% | -17.8% | +3.2% |
| 5Y | +2.6% | +23.1% | -20.4% | -7.6% |
| 10Y | +379.4% | +117.9% | +261.5% | +247.5% |
| All | +17,983.8% | +545.8% | +17,438.0% | +8,266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling