+55.7%
ISRG vs CTAS
+75.3%
-19.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | +4.2% | +10.2% | -6.0% | -0.6% |
| 3M | +9.6% | +12.1% | -2.5% | +3.6% |
| 6M | +1.9% | +38.3% | -36.4% | -13.3% |
| YTD | -22.3% | +21.9% | -44.2% | -30.0% |
| 1Y | -23.2% | +24.0% | -47.2% | -31.4% |
| All | +55.7% | +75.3% | -19.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling