+17,676.1%
ISRG vs CRH
+1,058.6%
+16,617.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.7% |
| 7D | -2.5% | -4.8% | +2.2% | -0.9% |
| 30D | -10.2% | -13.1% | +2.9% | -5.8% |
| 3M | -12.5% | -12.0% | -0.5% | -8.7% |
| 6M | -25.8% | -16.9% | -8.9% | -21.4% |
| YTD | -36.4% | -29.0% | -7.4% | -29.1% |
| 1Y | -19.9% | -20.3% | +0.4% | -14.4% |
| 3Y | +20.9% | +69.2% | -48.4% | -1.2% |
| 5Y | +5.7% | +94.6% | -89.0% | -18.4% |
| 10Y | +379.7% | +250.3% | +129.5% | +197.6% |
| All | +17,676.1% | +1,058.6% | +16,617.5% | +7,854.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling