+537.3%
ISRG vs CNH
+107.8%
+429.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.0% |
| 7D | +2.1% | +4.5% | -2.4% | +0.6% |
| 30D | +6.2% | +7.6% | -1.5% | +3.5% |
| 3M | +14.4% | +17.0% | -2.6% | +7.6% |
| 6M | 0.0% | +12.9% | -12.9% | -5.8% |
| YTD | -20.5% | +34.3% | -54.8% | -30.1% |
| 1Y | -21.9% | +28.5% | -50.4% | -30.5% |
| 3Y | +62.2% | +31.9% | +30.3% | +37.3% |
| 5Y | +25.2% | -9.6% | +34.8% | +17.7% |
| 10Y | +537.3% | +106.3% | +431.0% | +356.6% |
| All | +537.3% | +107.8% | +429.5% | +356.6% |
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