+23,005.1%
ISRG vs CP
+5,673.3%
+17,331.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +4.4% | +6.1% | -1.7% | +1.7% |
| 30D | +15.8% | +9.8% | +6.0% | +10.9% |
| 3M | +24.9% | +2.7% | +22.1% | +23.1% |
| 6M | +3.8% | +12.8% | -9.0% | -2.3% |
| YTD | -17.3% | +28.2% | -45.4% | -27.2% |
| 1Y | -14.6% | +34.1% | -48.7% | -26.5% |
| 3Y | +68.2% | +28.9% | +39.3% | +45.4% |
| 5Y | +28.4% | +27.1% | +1.3% | +11.2% |
| 10Y | +528.0% | +264.8% | +263.2% | +234.0% |
| All | +23,005.1% | +5,673.3% | +17,331.7% | +4,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling