+25.5%
ISRG vs CTAS
+115.9%
-90.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.1% |
| 7D | -2.0% | +2.0% | -4.0% | -3.3% |
| 30D | +5.6% | +8.7% | -3.1% | -0.1% |
| 3M | +10.5% | +13.3% | -2.7% | +1.6% |
| 6M | +2.6% | +39.4% | -36.8% | -18.6% |
| YTD | -21.7% | +21.5% | -43.2% | -32.1% |
| 1Y | -21.6% | +21.9% | -43.4% | -32.2% |
| 3Y | +57.0% | +73.6% | -16.6% | -3.9% |
| All | +25.5% | +115.9% | -90.4% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling