+777.1%
ISRG vs CNH
+64.7%
+712.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -1.9% |
| 7D | -1.6% | +23.3% | -24.9% | -7.2% |
| 30D | -2.3% | +33.5% | -35.7% | -10.1% |
| 3M | -12.4% | +32.7% | -45.2% | -19.6% |
| 6M | -26.8% | +22.2% | -49.0% | -31.9% |
| YTD | -35.3% | +57.7% | -92.9% | -44.2% |
| 1Y | -19.3% | +28.0% | -47.3% | -26.4% |
| 3Y | +18.1% | +11.5% | +6.6% | +8.9% |
| 5Y | +2.6% | +11.9% | -9.2% | -7.6% |
| 10Y | +379.4% | +162.8% | +216.7% | +228.7% |
| All | +777.1% | +64.7% | +712.4% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling