-17.3%
ISRG vs CNP
+7.1%
-24.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.0% |
| 7D | +4.8% | -4.2% | +9.0% | +4.0% |
| 30D | +9.2% | +5.5% | +3.7% | +9.6% |
| 3M | +21.2% | +0.6% | +20.6% | +21.2% |
| 6M | +0.2% | -2.8% | +3.1% | +0.8% |
| YTD | -20.1% | +7.9% | -27.9% | -17.1% |
| 1Y | -17.3% | +6.7% | -24.0% | -14.6% |
| All | -17.3% | +7.1% | -24.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling