-1.0%
ISRG vs CNC
+2.3%
-3.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -5.0% | -4.9% | -0.1% | -4.5% |
| 30D | -10.2% | -3.8% | -6.4% | -9.9% |
| 3M | -17.2% | -3.2% | -14.0% | -17.1% |
| 6M | -28.4% | +47.9% | -76.3% | -32.1% |
| YTD | -37.6% | +55.7% | -93.3% | -41.3% |
| 1Y | -24.4% | +106.2% | -130.7% | -31.9% |
| 3Y | +18.4% | -2.1% | +20.5% | +15.0% |
| 5Y | -1.0% | +3.4% | -4.4% | -1.4% |
| All | -1.0% | +2.3% | -3.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling