+536.3%
ISRG vs CNH
+134.0%
+402.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | -1.4% |
| 7D | +5.4% | +8.6% | -3.1% | +2.8% |
| 30D | +8.6% | +12.6% | -3.9% | +4.6% |
| 3M | +21.6% | +17.5% | +4.1% | +14.3% |
| 6M | +2.3% | +18.1% | -15.8% | -4.8% |
| YTD | -18.7% | +40.4% | -59.1% | -29.3% |
| 1Y | -17.8% | +34.0% | -51.8% | -27.6% |
| 3Y | +69.1% | +35.3% | +33.8% | +42.4% |
| 5Y | +26.5% | -5.1% | +31.6% | +17.3% |
| 10Y | +536.3% | +124.0% | +412.2% | +360.7% |
| All | +536.3% | +134.0% | +402.3% | +360.7% |
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 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