+536.3%
ISRG vs CPB
-39.9%
+576.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +5.4% | +3.3% | +2.2% | +5.1% |
| 30D | +8.6% | +19.0% | -10.4% | +6.7% |
| 3M | +21.6% | +0.4% | +21.1% | +21.3% |
| 6M | +2.3% | +13.0% | -10.6% | +1.0% |
| YTD | -18.7% | -12.7% | -5.9% | -18.0% |
| 1Y | -17.8% | -20.9% | +3.1% | -16.3% |
| 3Y | +69.1% | -35.4% | +104.5% | +73.4% |
| 5Y | +26.5% | -32.3% | +58.8% | +28.1% |
| 10Y | +536.3% | -40.5% | +576.8% | +533.4% |
| All | +536.3% | -39.9% | +576.2% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling