+376.2%
ISRG vs CSGP
+45.2%
+330.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | -1.6% | -4.1% | +2.5% | +0.2% |
| 30D | -2.3% | +2.3% | -4.6% | -3.7% |
| 3M | -12.4% | -8.2% | -4.3% | -9.7% |
| 6M | -26.8% | -35.1% | +8.2% | -12.6% |
| YTD | -35.3% | -54.0% | +18.8% | -11.0% |
| 1Y | -19.3% | -65.3% | +46.0% | +26.0% |
| 3Y | +18.1% | -62.6% | +80.7% | +71.2% |
| 5Y | +2.6% | -64.8% | +67.5% | +48.3% |
| All | +376.2% | +45.2% | +330.9% | +264.4% |
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