+57.0%
ISRG vs CNH
+29.5%
+27.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.0% | +3.0% | -5.1% | -2.4% |
| 30D | +5.6% | -0.6% | +6.1% | +5.6% |
| 3M | +10.5% | +14.6% | -4.1% | +7.9% |
| 6M | +2.6% | +11.8% | -9.1% | +0.2% |
| YTD | -21.7% | +30.4% | -52.1% | -26.3% |
| 1Y | -21.6% | +19.1% | -40.6% | -24.9% |
| 3Y | +57.0% | +30.2% | +26.9% | +51.3% |
| All | +57.0% | +29.5% | +27.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling