+983.1%
ISRG vs CNH
+32.2%
+950.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -4.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +9.2% | -7.2% | +16.5% | +11.0% |
| 3M | +21.2% | +6.5% | +14.6% | +17.6% |
| 6M | +0.2% | +7.9% | -7.6% | -3.8% |
| YTD | -20.1% | +26.6% | -46.6% | -27.4% |
| 1Y | -17.3% | +13.8% | -31.1% | -22.9% |
| 3Y | +63.3% | +9.2% | +54.1% | +49.3% |
| 5Y | +24.1% | -15.6% | +39.7% | +20.0% |
| 10Y | +507.0% | +119.2% | +387.8% | +335.9% |
| All | +983.1% | +32.2% | +950.9% | +711.3% |
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 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