+23,005.1%
ISRG vs CMS
+566.8%
+22,438.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +4.4% | +1.7% | +2.7% | +3.8% |
| 30D | +15.8% | +8.6% | +7.1% | +12.3% |
| 3M | +24.9% | -0.5% | +25.3% | +24.9% |
| 6M | +3.8% | -4.2% | +8.0% | +5.1% |
| YTD | -17.3% | +3.4% | -20.7% | -18.8% |
| 1Y | -14.6% | +0.4% | -15.0% | -15.2% |
| 3Y | +68.2% | +38.2% | +30.0% | +46.3% |
| 5Y | +28.4% | +35.4% | -7.0% | +11.6% |
| 10Y | +528.0% | +131.7% | +396.3% | +345.2% |
| All | +23,005.1% | +566.8% | +22,438.3% | +10,456.5% |
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