-21.9%
ISRG vs CP
+32.8%
-54.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.1% | +2.8% | -0.7% | +1.7% |
| 30D | +6.2% | +11.0% | -4.9% | +4.7% |
| 3M | +14.4% | +3.8% | +10.6% | +13.9% |
| 6M | 0.0% | +9.5% | -9.5% | -1.7% |
| YTD | -20.5% | +28.2% | -48.7% | -21.2% |
| 1Y | -21.9% | +33.0% | -54.8% | -24.2% |
| All | -21.9% | +32.8% | -54.7% | -24.2% |
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