+17,983.8%
ISRG vs CSGP
+1,127.2%
+16,856.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -0.4% |
| 30D | -2.3% | +2.3% | -4.6% | -3.1% |
| 3M | -12.4% | -8.2% | -4.3% | -10.6% |
| 6M | -26.8% | -35.1% | +8.2% | -17.8% |
| YTD | -35.3% | -54.0% | +18.8% | -20.5% |
| 1Y | -19.3% | -65.3% | +46.0% | +7.1% |
| 3Y | +18.1% | -62.6% | +80.7% | +50.9% |
| 5Y | +2.6% | -64.8% | +67.5% | +31.5% |
| 10Y | +379.4% | +45.1% | +334.4% | +329.3% |
| All | +17,983.8% | +1,127.2% | +16,856.6% | +9,306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling