+126.9%
ISRG vs CTVA
+210.9%
-84.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -2.5% | -4.7% | +2.1% | -1.0% |
| 30D | -10.2% | +11.1% | -21.2% | -13.3% |
| 3M | -12.5% | +13.7% | -26.2% | -16.9% |
| 6M | -25.8% | +11.2% | -37.0% | -29.4% |
| YTD | -36.4% | +26.9% | -63.2% | -42.4% |
| 1Y | -19.9% | +18.8% | -38.7% | -26.0% |
| 3Y | +20.9% | +75.9% | -55.1% | -5.1% |
| 5Y | +5.7% | +105.2% | -99.6% | -23.2% |
| All | +126.9% | +210.9% | -84.0% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling