+17,288.3%
ISRG vs CNC
+5,537.6%
+11,750.7%
-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 | -1.6% | +3.5% | -5.1% | -2.4% |
| 30D | -2.3% | +0.1% | -2.3% | -2.4% |
| 3M | -12.4% | +6.9% | -19.4% | -14.4% |
| 6M | -26.8% | +49.0% | -75.8% | -34.9% |
| YTD | -35.3% | +62.9% | -98.2% | -43.9% |
| 1Y | -19.3% | +134.0% | -153.3% | -36.9% |
| 3Y | +18.1% | +9.4% | +8.7% | +5.0% |
| 5Y | +2.6% | +4.1% | -1.5% | -8.5% |
| 10Y | +379.4% | +95.4% | +284.0% | +250.9% |
| All | +17,288.3% | +5,537.6% | +11,750.7% | +5,374.2% |
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