-33.9%
ISRG vs CRCL
+31.3%
-65.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +0.7% | -11.2% | +11.9% | +1.1% |
| 30D | -8.0% | +27.1% | -35.1% | -8.9% |
| 3M | -10.6% | +9.6% | -20.2% | -11.3% |
| 6M | -25.1% | -19.7% | -5.4% | -25.4% |
| YTD | -34.8% | +14.2% | -49.1% | -36.3% |
| 1Y | -19.0% | -32.2% | +13.2% | -20.2% |
| All | -33.9% | +31.3% | -65.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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