-19.3%
ISRG vs CNH
+29.2%
-48.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -1.0% |
| 7D | -1.6% | +23.3% | -24.9% | -2.6% |
| 30D | -2.3% | +33.5% | -35.7% | -3.6% |
| 3M | -12.4% | +32.7% | -45.2% | -13.7% |
| 6M | -26.8% | +22.2% | -49.0% | -27.4% |
| YTD | -35.3% | +57.7% | -92.9% | -38.1% |
| 1Y | -19.3% | +28.0% | -47.3% | -15.7% |
| All | -19.3% | +29.2% | -48.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling