+23.9%
ISRG vs CP
+24.4%
-0.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.5% |
| 7D | +4.8% | +2.8% | +2.0% | +3.5% |
| 30D | +9.2% | +10.2% | -1.0% | +4.1% |
| 3M | +21.2% | +2.4% | +18.8% | +19.5% |
| 6M | +0.2% | +7.7% | -7.4% | -4.0% |
| YTD | -20.1% | +26.0% | -46.0% | -30.2% |
| 1Y | -17.3% | +34.6% | -52.0% | -30.6% |
| 3Y | +63.3% | +26.7% | +36.6% | +37.1% |
| All | +23.9% | +24.4% | -0.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling