-21.4%
ISRG vs CP
+32.8%
-54.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -0.7% | -6.1% | -6.6% |
| 30D | +5.1% | +9.6% | -4.5% | +3.9% |
| 3M | +12.0% | +2.2% | +9.8% | +11.8% |
| 6M | +7.0% | +11.1% | -4.1% | +5.0% |
| YTD | -20.6% | +28.2% | -48.8% | -21.3% |
| 1Y | -21.4% | +32.2% | -53.6% | -23.3% |
| All | -21.4% | +32.8% | -54.3% | -23.3% |
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