-21.6%
ISRG vs CPRT
-22.5%
+0.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -2.0% | -0.4% | -1.7% | -1.9% |
| 30D | +5.6% | +21.2% | -15.6% | -0.3% |
| 3M | +10.5% | +8.3% | +2.2% | +6.7% |
| 6M | +2.6% | -3.4% | +6.0% | +1.8% |
| YTD | -21.7% | -18.7% | -3.0% | -18.6% |
| 1Y | -21.6% | -23.5% | +2.0% | -18.4% |
| All | -21.6% | -22.5% | +0.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling