+55.7%
ISRG vs CPB
-37.1%
+92.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.1% |
| 7D | -6.1% | -5.8% | -0.3% | -5.9% |
| 30D | +4.2% | +16.5% | -12.2% | +4.0% |
| 3M | +9.6% | -1.1% | +10.7% | +9.5% |
| 6M | +1.9% | +11.5% | -9.6% | +2.3% |
| YTD | -22.3% | -15.7% | -6.6% | -23.2% |
| 1Y | -23.2% | -24.7% | +1.5% | -24.5% |
| All | +55.7% | -37.1% | +92.8% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling