+17.4%
ISRG vs CRS
+653.3%
-635.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -3.8% |
| 7D | -5.2% | -3.1% | -2.1% | -4.6% |
| 30D | -7.6% | -19.6% | +12.0% | -3.4% |
| 3M | -16.4% | -8.1% | -8.3% | -15.8% |
| 6M | -28.6% | +18.6% | -47.1% | -32.7% |
| YTD | -38.2% | +45.9% | -84.0% | -44.9% |
| 1Y | -25.5% | +82.5% | -108.0% | -38.0% |
| 3Y | +17.4% | +648.9% | -631.5% | -28.4% |
| All | +17.4% | +653.3% | -635.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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