-10.5%
ISRG vs CP
+35.2%
-45.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +8.8% |
| 7D | +8.5% | +5.6% | +3.0% | +7.7% |
| 30D | +18.6% | +10.0% | +8.6% | +17.0% |
| 3M | +30.9% | +4.4% | +26.5% | +30.2% |
| 6M | +6.6% | +14.1% | -7.5% | +4.2% |
| YTD | -14.9% | +29.1% | -43.9% | -16.2% |
| 1Y | -10.5% | +34.6% | -45.1% | -13.7% |
| All | -10.5% | +35.2% | -45.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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