+0.2%
ISRG vs CNH
+10.5%
-10.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -3.2% |
| 7D | +4.8% | -1.7% | +6.5% | +4.8% |
| 30D | +9.2% | -7.2% | +16.5% | +9.1% |
| 3M | +21.2% | +6.5% | +14.6% | +21.5% |
| 6M | +0.2% | +7.9% | -7.6% | +0.3% |
| All | +0.2% | +10.5% | -10.3% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling