+386.2%
ISRG vs CRH
+253.3%
+132.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | +0.7% | -6.1% | +6.7% | +3.7% |
| 30D | -8.0% | -9.3% | +1.3% | -3.8% |
| 3M | -10.6% | -15.2% | +4.6% | -3.5% |
| 6M | -25.1% | -14.2% | -10.9% | -20.2% |
| YTD | -34.8% | -28.3% | -6.6% | -24.9% |
| 1Y | -19.0% | -21.8% | +2.8% | -10.9% |
| 3Y | +22.1% | +71.6% | -49.5% | -10.8% |
| 5Y | +8.2% | +96.6% | -88.4% | -28.0% |
| All | +386.2% | +253.3% | +132.9% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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