+23.9%
ISRG vs CPRT
-17.4%
+41.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.4% |
| 7D | +4.8% | +6.0% | -1.2% | +1.4% |
| 30D | +9.2% | +20.0% | -10.8% | -1.9% |
| 3M | +21.2% | +10.1% | +11.0% | +12.6% |
| 6M | +0.2% | -4.3% | +4.5% | +1.2% |
| YTD | -20.1% | -18.4% | -1.7% | -11.4% |
| 1Y | -17.3% | -20.1% | +2.7% | -7.2% |
| 3Y | +63.3% | -30.4% | +93.7% | +90.8% |
| All | +23.9% | -17.4% | +41.3% | +20.7% |
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 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