+378.3%
ISRG vs CPRT
+426.9%
-48.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.9% |
| 30D | -2.3% | +16.6% | -18.9% | -11.4% |
| 3M | -12.4% | +9.6% | -22.0% | -17.9% |
| 6M | -26.8% | -11.1% | -15.7% | -22.6% |
| YTD | -35.3% | -13.9% | -21.4% | -30.5% |
| 1Y | -19.3% | -32.5% | +13.2% | -0.2% |
| 3Y | +18.1% | -25.0% | +43.2% | +33.8% |
| 5Y | +2.6% | -7.4% | +10.0% | +0.1% |
| All | +378.3% | +426.9% | -48.6% | +119.2% |
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