+374.7%
ISRG vs CNC
+96.8%
+277.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.6% |
| 7D | -2.5% | -3.9% | +1.3% | -1.6% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | -12.5% | +0.1% | -12.6% | -13.0% |
| 6M | -25.8% | +79.7% | -105.5% | -36.8% |
| YTD | -36.4% | +58.9% | -95.3% | -44.6% |
| 1Y | -19.9% | +109.1% | -129.0% | -36.0% |
| 3Y | +20.9% | 0.0% | +20.9% | +10.7% |
| 5Y | +5.7% | +9.5% | -3.8% | -8.2% |
| All | +374.7% | +96.8% | +277.9% | +247.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling