+539.2%
ISRG vs CNC
+177.3%
+361.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -2.0% | +2.2% | -4.2% | -2.6% |
| 30D | +5.6% | +1.6% | +4.0% | +5.1% |
| 3M | +10.5% | +7.9% | +2.6% | +8.4% |
| 6M | +2.6% | +21.2% | -18.6% | -2.8% |
| YTD | -21.7% | +73.2% | -94.9% | -33.3% |
| 1Y | -21.6% | +97.5% | -119.0% | -35.6% |
| 3Y | +57.0% | -1.2% | +58.2% | +46.5% |
| 5Y | +25.0% | -6.1% | +31.0% | +17.0% |
| All | +539.2% | +177.3% | +361.9% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling