+537.3%
ISRG vs CPRT
+382.0%
+155.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +2.1% | +4.0% | -1.9% | 0.0% |
| 30D | +6.2% | +18.2% | -12.1% | -3.8% |
| 3M | +14.4% | +9.2% | +5.2% | +7.1% |
| 6M | 0.0% | -4.8% | +4.8% | +1.1% |
| YTD | -20.5% | -17.5% | -3.0% | -13.1% |
| 1Y | -21.9% | -22.0% | +0.1% | -11.8% |
| 3Y | +62.2% | -33.7% | +95.9% | +97.2% |
| 5Y | +25.2% | -15.0% | +40.2% | +27.7% |
| 10Y | +537.3% | +385.2% | +152.2% | +188.4% |
| All | +537.3% | +382.0% | +155.3% | +188.4% |
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