+62.2%
ISRG vs CNH
+31.3%
+30.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.8% |
| 7D | +2.1% | +4.5% | -2.4% | +1.6% |
| 30D | +6.2% | +7.6% | -1.5% | +5.1% |
| 3M | +14.4% | +17.0% | -2.6% | +11.4% |
| 6M | 0.0% | +12.9% | -12.9% | -2.4% |
| YTD | -20.5% | +34.3% | -54.8% | -25.5% |
| 1Y | -21.9% | +28.5% | -50.4% | -26.2% |
| 3Y | +62.2% | +31.9% | +30.3% | +56.3% |
| All | +62.2% | +31.3% | +30.9% | +56.3% |
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