+28.1%
ISRG vs CPRT
-15.6%
+43.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.8% | -1.4% | -5.4% | -6.0% |
| 30D | +5.1% | +21.5% | -16.4% | -6.1% |
| 3M | +12.0% | +9.4% | +2.6% | +4.6% |
| 6M | +7.0% | -3.3% | +10.3% | +7.3% |
| YTD | -20.6% | -17.8% | -2.8% | -12.4% |
| 1Y | -21.4% | -22.2% | +0.7% | -10.2% |
| 3Y | +62.0% | -34.0% | +96.0% | +97.9% |
| 5Y | +28.1% | -15.4% | +43.6% | +23.1% |
| All | +28.1% | -15.6% | +43.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling