-10.5%
ISRG vs CNC
+122.0%
-132.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +12.6% | -3.3% | +8.5% |
| 7D | +8.5% | +13.4% | -4.8% | +7.7% |
| 30D | +18.6% | +18.2% | +0.4% | +17.6% |
| 3M | +30.9% | +18.6% | +12.3% | +29.9% |
| 6M | +6.6% | +41.9% | -35.3% | +5.4% |
| YTD | -14.9% | +84.7% | -99.6% | -16.0% |
| 1Y | -10.5% | +110.5% | -121.0% | -11.4% |
| All | -10.5% | +122.0% | -132.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling