+23,005.1%
ISRG vs CSGP
+1,172.5%
+21,832.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | +4.4% | +13.9% | -9.5% | +0.4% |
| 30D | +15.8% | +16.0% | -0.2% | +10.0% |
| 3M | +24.9% | +6.1% | +18.8% | +21.3% |
| 6M | +3.8% | -8.2% | +12.0% | +4.8% |
| YTD | -17.3% | -52.3% | +35.1% | -0.4% |
| 1Y | -14.6% | -54.5% | +39.9% | +4.0% |
| 3Y | +68.2% | -58.6% | +126.8% | +106.9% |
| 5Y | +28.4% | -61.5% | +89.9% | +59.2% |
| 10Y | +528.0% | +74.7% | +453.4% | +433.1% |
| All | +23,005.1% | +1,172.5% | +21,832.6% | +11,679.1% |
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