+2.0%
ISRG vs CSGP
-64.7%
+66.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -0.1% |
| 30D | -2.3% | +2.3% | -4.6% | -3.4% |
| 3M | -12.4% | -8.2% | -4.3% | -10.2% |
| 6M | -26.8% | -35.1% | +8.2% | -15.0% |
| YTD | -35.3% | -54.0% | +18.8% | -14.9% |
| 1Y | -19.3% | -65.3% | +46.0% | +18.9% |
| 3Y | +18.1% | -62.6% | +80.7% | +62.6% |
| All | +2.0% | -64.7% | +66.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling