+20,934.3%
ISRG vs CNC
+5,893.3%
+15,041.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +2.6% | +21.2% | -18.6% | -2.9% |
| YTD | -21.7% | +73.2% | -94.9% | -33.2% |
| 1Y | -21.6% | +97.5% | -119.0% | -35.4% |
| 3Y | +57.0% | -1.2% | +58.2% | +43.9% |
| 5Y | +25.0% | -6.1% | +31.0% | +14.9% |
| 10Y | +542.1% | +181.3% | +360.8% | +332.7% |
| All | +20,934.3% | +5,893.3% | +15,041.0% | +6,417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling