+17,983.8%
ISRG vs CTAS
+2,477.3%
+15,506.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | -0.7% |
| 30D | -2.3% | -0.2% | -2.1% | -2.2% |
| 3M | -12.4% | +11.7% | -24.1% | -17.7% |
| 6M | -26.8% | +0.7% | -27.5% | -27.6% |
| YTD | -35.3% | +7.4% | -42.7% | -38.2% |
| 1Y | -19.3% | -2.1% | -17.2% | -19.3% |
| 3Y | +18.1% | +62.9% | -44.8% | -11.2% |
| 5Y | +2.6% | +111.9% | -109.2% | -32.3% |
| 10Y | +379.4% | +652.2% | -272.8% | +63.5% |
| All | +17,983.8% | +2,477.3% | +15,506.5% | +2,795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling