+2.0%
ISRG vs CPB
-39.5%
+41.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.6% |
| 7D | -1.6% | -8.6% | +7.0% | -1.1% |
| 30D | -2.3% | -7.2% | +5.0% | -1.8% |
| 3M | -12.4% | +0.9% | -13.3% | -12.3% |
| 6M | -26.8% | -11.8% | -15.0% | -26.5% |
| YTD | -35.3% | -19.4% | -15.8% | -34.8% |
| 1Y | -19.3% | -30.4% | +11.1% | -18.4% |
| 3Y | +18.1% | -40.2% | +58.3% | +17.4% |
| All | +2.0% | -39.5% | +41.5% | +1.4% |
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 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