+28.4%
ISRG vs CVE
+148.3%
-120.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.5% |
| 7D | +4.4% | -14.1% | +18.5% | +6.0% |
| 30D | +15.8% | -11.6% | +27.4% | +17.1% |
| 3M | +24.9% | 0.0% | +24.8% | +24.0% |
| 6M | +3.8% | -8.4% | +12.2% | +3.9% |
| YTD | -17.3% | +65.9% | -83.2% | -25.8% |
| 1Y | -14.6% | +69.4% | -84.0% | -23.8% |
| 3Y | +68.2% | +55.9% | +12.3% | +47.1% |
| 5Y | +28.4% | +146.2% | -117.8% | -2.9% |
| All | +28.4% | +148.3% | -120.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling