+533.8%
ISRG vs CNH
+107.0%
+426.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.0% | -1.0% |
| 7D | -6.1% | +6.4% | -12.5% | -7.9% |
| 30D | +4.2% | -1.6% | +5.9% | +4.4% |
| 3M | +9.6% | +11.6% | -1.9% | +4.6% |
| 6M | +1.9% | +12.5% | -10.7% | -4.0% |
| YTD | -22.3% | +31.1% | -53.4% | -31.2% |
| 1Y | -23.2% | +17.0% | -40.2% | -29.5% |
| 3Y | +58.5% | +28.7% | +29.8% | +35.1% |
| 5Y | +23.9% | -17.4% | +41.3% | +20.2% |
| All | +533.8% | +107.0% | +426.8% | +365.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling