+19.2%
ISRG vs CPB
-40.0%
+59.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.8% |
| 7D | -1.6% | -8.6% | +7.0% | -1.4% |
| 30D | -2.3% | -7.2% | +5.0% | -2.1% |
| 3M | -12.4% | +0.9% | -13.3% | -12.2% |
| 6M | -26.8% | -11.8% | -15.0% | -27.1% |
| YTD | -35.3% | -19.4% | -15.8% | -35.7% |
| 1Y | -19.3% | -30.4% | +11.1% | -20.6% |
| All | +19.2% | -40.0% | +59.2% | +9.7% |
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