-36.7%
ISRG vs CRCL
+34.8%
-71.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | -5.0% | +4.9% | -9.9% | -5.2% |
| 30D | -10.2% | +38.7% | -48.9% | -11.4% |
| 3M | -17.2% | +14.7% | -31.9% | -18.0% |
| 6M | -28.4% | -16.9% | -11.6% | -28.8% |
| YTD | -37.6% | +17.3% | -54.9% | -39.1% |
| 1Y | -24.4% | -21.2% | -3.3% | -25.8% |
| All | -36.7% | +34.8% | -71.5% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling