+536.3%
ISRG vs CTAS
+848.9%
-312.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | +5.4% | -0.7% | +6.1% | +6.0% |
| 30D | +8.6% | +10.3% | -1.6% | +2.2% |
| 3M | +21.6% | +10.2% | +11.4% | +14.2% |
| 6M | +2.3% | +34.4% | -32.0% | -15.5% |
| YTD | -18.7% | +19.6% | -38.2% | -28.1% |
| 1Y | -17.8% | +21.8% | -39.6% | -28.2% |
| 3Y | +69.1% | +74.1% | -5.0% | +14.1% |
| 5Y | +26.5% | +114.0% | -87.6% | -25.6% |
| 10Y | +536.3% | +813.9% | -277.7% | +105.4% |
| All | +536.3% | +848.9% | -312.6% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling