+1,020.7%
ISRG vs CNH
+28.6%
+992.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.8% |
| 7D | +4.4% | -0.4% | +4.8% | +4.4% |
| 30D | +15.8% | -15.2% | +31.0% | +20.4% |
| 3M | +24.9% | +4.3% | +20.6% | +22.0% |
| 6M | +3.8% | +10.1% | -6.3% | -1.0% |
| YTD | -17.3% | +23.2% | -40.5% | -24.3% |
| 1Y | -14.6% | +8.5% | -23.1% | -19.2% |
| 3Y | +68.2% | +4.1% | +64.2% | +56.0% |
| 5Y | +28.4% | -17.8% | +46.2% | +25.1% |
| 10Y | +528.0% | +113.3% | +414.7% | +354.4% |
| All | +1,020.7% | +28.6% | +992.0% | +745.7% |
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