-21.9%
ISRG vs CNH
+27.3%
-49.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -2.2% |
| 7D | +2.1% | +4.5% | -2.4% | +2.1% |
| 30D | +6.2% | +7.6% | -1.5% | +6.1% |
| 3M | +14.4% | +17.0% | -2.6% | +13.8% |
| 6M | 0.0% | +12.9% | -12.9% | -0.3% |
| YTD | -20.5% | +34.3% | -54.8% | -22.2% |
| 1Y | -21.9% | +28.5% | -50.4% | -23.6% |
| All | -21.9% | +27.3% | -49.2% | -23.6% |
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 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