+28.4%
ISRG vs CSGP
-62.1%
+90.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | +4.4% | +13.9% | -9.5% | -0.5% |
| 30D | +15.8% | +16.0% | -0.2% | +8.3% |
| 3M | +24.9% | +6.1% | +18.8% | +20.2% |
| 6M | +3.8% | -8.2% | +12.0% | +5.0% |
| YTD | -17.3% | -52.3% | +35.1% | +6.5% |
| 1Y | -14.6% | -54.5% | +39.9% | +11.8% |
| 3Y | +68.2% | -58.6% | +126.8% | +119.9% |
| 5Y | +28.4% | -61.5% | +89.9% | +79.8% |
| All | +28.4% | -62.1% | +90.4% | +79.8% |
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