+500.7%
ISRG vs CNH
+116.5%
+384.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -4.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.3% |
| 30D | +9.2% | -7.2% | +16.5% | +11.2% |
| 3M | +21.2% | +6.5% | +14.6% | +17.3% |
| 6M | +0.2% | +7.9% | -7.6% | -4.2% |
| YTD | -20.1% | +26.6% | -46.6% | -28.3% |
| 1Y | -17.3% | +13.8% | -31.1% | -23.5% |
| 3Y | +63.3% | +9.2% | +54.1% | +47.3% |
| 5Y | +24.1% | -15.6% | +39.7% | +19.3% |
| All | +500.7% | +116.5% | +384.2% | +380.9% |
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