+376.2%
ISRG vs CP
+220.9%
+155.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.2% |
| 30D | -2.3% | +0.2% | -2.4% | -2.5% |
| 3M | -12.4% | +2.6% | -15.0% | -13.9% |
| 6M | -26.8% | +6.0% | -32.8% | -29.7% |
| YTD | -35.3% | +24.9% | -60.2% | -43.7% |
| 1Y | -19.3% | +20.1% | -39.4% | -28.3% |
| 3Y | +18.1% | +16.4% | +1.7% | +4.3% |
| 5Y | +2.6% | +31.7% | -29.1% | -16.7% |
| All | +376.2% | +220.9% | +155.3% | +150.9% |
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