+521.5%
ISRG vs CSGP
+71.3%
+450.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.1% |
| 7D | +4.4% | +13.9% | -9.5% | -1.5% |
| 30D | +15.8% | +16.0% | -0.2% | +6.9% |
| 3M | +24.9% | +6.1% | +18.8% | +19.2% |
| 6M | +3.8% | -8.2% | +12.0% | +5.0% |
| YTD | -17.3% | -52.3% | +35.1% | +10.4% |
| 1Y | -14.6% | -54.5% | +39.9% | +16.1% |
| 3Y | +68.2% | -58.6% | +126.8% | +129.3% |
| 5Y | +28.4% | -61.5% | +89.9% | +76.2% |
| All | +521.5% | +71.3% | +450.2% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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