+500.7%
ISRG vs CPB
-38.3%
+539.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | +4.8% | +8.0% | -3.2% | +4.0% |
| 30D | +9.2% | +22.4% | -13.1% | +6.9% |
| 3M | +21.2% | +2.5% | +18.6% | +20.6% |
| 6M | +0.2% | +12.2% | -12.0% | -1.1% |
| YTD | -20.1% | -12.8% | -7.2% | -19.4% |
| 1Y | -17.3% | -19.2% | +1.8% | -16.0% |
| 3Y | +63.3% | -35.6% | +98.9% | +67.5% |
| 5Y | +24.1% | -31.4% | +55.5% | +25.5% |
| All | +500.7% | -38.3% | +539.0% | +484.4% |
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