-19.3%
ISRG vs CTAS
-1.7%
-17.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -2.3% | -0.2% | -2.1% | -2.2% |
| 3M | -12.4% | +11.7% | -24.1% | -16.3% |
| 6M | -26.8% | +0.7% | -27.5% | -28.6% |
| YTD | -35.3% | +7.4% | -42.7% | -37.7% |
| 1Y | -19.3% | -2.1% | -17.2% | -19.9% |
| All | -19.3% | -1.7% | -17.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling