+22,229.9%
ISRG vs CPRT
+4,044.9%
+18,185.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.7% |
| 7D | +4.8% | +6.0% | -1.2% | +2.5% |
| 30D | +9.2% | +20.0% | -10.8% | +1.7% |
| 3M | +21.2% | +10.1% | +11.0% | +15.7% |
| 6M | +0.2% | -4.3% | +4.5% | +0.9% |
| YTD | -20.1% | -18.4% | -1.7% | -14.8% |
| 1Y | -17.3% | -20.1% | +2.7% | -11.2% |
| 3Y | +63.3% | -30.4% | +93.7% | +83.3% |
| 5Y | +24.1% | -17.0% | +41.0% | +30.4% |
| 10Y | +507.0% | +403.2% | +103.7% | +249.5% |
| All | +22,229.9% | +4,044.9% | +18,185.0% | +7,553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling