+536.3%
ISRG vs CP
+261.0%
+275.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.6% |
| 7D | +5.4% | +2.8% | +2.6% | +4.0% |
| 30D | +8.6% | +11.3% | -2.7% | +2.5% |
| 3M | +21.6% | +2.9% | +18.7% | +19.4% |
| 6M | +2.3% | +9.8% | -7.4% | -3.4% |
| YTD | -18.7% | +28.5% | -47.2% | -30.4% |
| 1Y | -17.8% | +33.5% | -51.3% | -31.2% |
| 3Y | +69.1% | +31.9% | +37.1% | +38.6% |
| 5Y | +26.5% | +25.5% | +1.0% | +5.7% |
| 10Y | +536.3% | +257.6% | +278.7% | +234.1% |
| All | +536.3% | +261.0% | +275.3% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling