+22,229.9%
ISRG vs CTAS
+2,758.7%
+19,471.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.4% |
| 7D | +4.8% | +1.2% | +3.7% | +4.3% |
| 30D | +9.2% | +12.8% | -3.5% | +2.5% |
| 3M | +21.2% | +10.3% | +10.9% | +14.9% |
| 6M | +0.2% | +32.0% | -31.8% | -13.9% |
| YTD | -20.1% | +19.1% | -39.2% | -27.8% |
| 1Y | -17.3% | +21.5% | -38.8% | -26.2% |
| 3Y | +63.3% | +76.0% | -12.7% | +18.0% |
| 5Y | +24.1% | +110.9% | -86.8% | -18.1% |
| 10Y | +507.0% | +849.8% | -342.9% | +84.0% |
| All | +22,229.9% | +2,758.7% | +19,471.1% | +3,280.8% |
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