+63.3%
ISRG vs CTAS
+75.4%
-12.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.5% |
| 7D | +4.8% | +1.2% | +3.7% | +4.4% |
| 30D | +9.2% | +12.8% | -3.5% | +3.1% |
| 3M | +21.2% | +10.3% | +10.9% | +15.5% |
| 6M | +0.2% | +32.0% | -31.8% | -12.7% |
| YTD | -20.1% | +19.1% | -39.2% | -27.1% |
| 1Y | -17.3% | +21.5% | -38.8% | -25.4% |
| 3Y | +63.3% | +76.0% | -12.7% | +11.7% |
| All | +63.3% | +75.4% | -12.1% | +11.7% |
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