+69.0%
ISRG vs CVE
+54.6%
+14.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.7% |
| 7D | +4.4% | -14.1% | +18.5% | +4.9% |
| 30D | +15.8% | -11.6% | +27.4% | +16.1% |
| 3M | +24.9% | 0.0% | +24.8% | +23.9% |
| 6M | +3.8% | -8.4% | +12.2% | +3.8% |
| YTD | -17.3% | +65.9% | -83.2% | -25.2% |
| 1Y | -14.6% | +69.4% | -84.0% | -23.3% |
| All | +69.0% | +54.6% | +14.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling