+15.8%
ISRG vs CNI
+20.2%
-4.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.5% |
| 7D | -5.2% | +2.5% | -7.7% | -6.0% |
| 30D | -7.6% | -2.5% | -5.1% | -6.8% |
| 3M | -16.4% | +2.7% | -19.1% | -17.4% |
| 6M | -28.6% | +16.9% | -45.5% | -33.1% |
| YTD | -38.2% | +26.3% | -64.5% | -44.1% |
| 1Y | -25.5% | +31.1% | -56.6% | -33.8% |
| All | +15.8% | +20.2% | -4.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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