+130.9%
ISRG vs CTVA
+223.3%
-92.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.6% | +4.9% | -6.5% | -3.2% |
| 30D | -2.3% | +11.9% | -14.2% | -6.0% |
| 3M | -12.4% | +13.7% | -26.1% | -16.8% |
| 6M | -26.8% | +13.1% | -40.0% | -30.7% |
| YTD | -35.3% | +32.0% | -67.2% | -42.2% |
| 1Y | -19.3% | +22.1% | -41.4% | -26.1% |
| 3Y | +18.1% | +77.5% | -59.3% | -7.4% |
| 5Y | +2.6% | +106.3% | -103.6% | -25.4% |
| All | +130.9% | +223.3% | -92.4% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling