+1,517.5%
ISRG vs CPAY
+1,731.9%
-214.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +5.4% | +11.9% | -6.5% | +0.6% |
| 30D | +8.6% | +15.1% | -6.5% | +2.4% |
| 3M | +21.6% | +16.5% | +5.0% | +13.9% |
| 6M | +2.3% | +33.1% | -30.8% | -9.2% |
| YTD | -18.7% | +52.2% | -70.9% | -32.8% |
| 1Y | -17.8% | +65.6% | -83.4% | -34.4% |
| 3Y | +69.1% | +100.2% | -31.1% | +21.3% |
| 5Y | +26.5% | +87.6% | -61.2% | -7.7% |
| 10Y | +536.3% | +205.3% | +331.0% | +291.4% |
| All | +1,517.5% | +1,731.9% | -214.4% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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