+536.3%
ISRG vs CPRT
+399.1%
+137.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.8% |
| 7D | +5.4% | +1.6% | +3.8% | +4.6% |
| 30D | +8.6% | +18.8% | -10.1% | -1.8% |
| 3M | +21.6% | +9.4% | +12.2% | +13.7% |
| 6M | +2.3% | -4.4% | +6.7% | +3.2% |
| YTD | -18.7% | -17.1% | -1.6% | -11.3% |
| 1Y | -17.8% | -19.9% | +2.1% | -8.6% |
| 3Y | +69.1% | -30.5% | +99.6% | +99.4% |
| 5Y | +26.5% | -15.9% | +42.4% | +29.9% |
| 10Y | +536.3% | +386.7% | +149.6% | +185.7% |
| All | +536.3% | +399.1% | +137.1% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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