+1,187.9%
ISRG vs CPAY
+1,565.5%
-377.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -1.6% | +2.1% | -3.7% | -2.4% |
| 30D | -2.3% | +5.5% | -7.8% | -4.5% |
| 3M | -12.4% | +16.6% | -29.0% | -17.8% |
| 6M | -26.8% | +26.7% | -53.5% | -34.0% |
| YTD | -35.3% | +38.4% | -73.6% | -44.2% |
| 1Y | -19.3% | +30.1% | -49.5% | -29.1% |
| 3Y | +18.1% | +52.6% | -34.5% | -4.9% |
| 5Y | +2.6% | +59.0% | -56.3% | -20.1% |
| 10Y | +379.4% | +148.4% | +231.1% | +215.4% |
| All | +1,187.9% | +1,565.5% | -377.6% | +373.4% |
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