+17.4%
ISRG vs CNC
-2.0%
+19.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -4.4% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -7.6% | -1.8% | -5.8% | -7.5% |
| 3M | -16.4% | -0.7% | -15.7% | -16.4% |
| 6M | -28.6% | +47.9% | -76.5% | -29.4% |
| YTD | -38.2% | +56.9% | -95.1% | -39.0% |
| 1Y | -25.5% | +123.9% | -149.4% | -27.3% |
| 3Y | +17.4% | -1.3% | +18.7% | +16.0% |
| All | +17.4% | -2.0% | +19.4% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling