-19.3%
ISRG vs CTVA
+22.4%
-41.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.6% | +4.9% | -6.5% | -1.8% |
| 30D | -2.3% | +11.9% | -14.2% | -2.8% |
| 3M | -12.4% | +13.7% | -26.1% | -13.7% |
| 6M | -26.8% | +13.1% | -40.0% | -28.5% |
| YTD | -35.3% | +32.0% | -67.2% | -40.3% |
| 1Y | -19.3% | +22.1% | -41.4% | -25.2% |
| All | -19.3% | +22.4% | -41.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling