+23.9%
ISRG vs CPB
-31.3%
+55.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.3% |
| 7D | +4.8% | +8.0% | -3.2% | +4.3% |
| 30D | +9.2% | +22.4% | -13.1% | +7.8% |
| 3M | +21.2% | +2.5% | +18.6% | +20.7% |
| 6M | +0.2% | +12.2% | -12.0% | -0.4% |
| YTD | -20.1% | -12.8% | -7.2% | -20.1% |
| 1Y | -17.3% | -19.2% | +1.8% | -17.2% |
| 3Y | +63.3% | -35.6% | +98.9% | +61.4% |
| All | +23.9% | -31.3% | +55.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling