+2.0%
ISRG vs CVE
+317.2%
-315.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -2.3% | +16.7% | -19.0% | -4.2% |
| 3M | -12.4% | +9.3% | -21.7% | -13.7% |
| 6M | -26.8% | +43.6% | -70.4% | -31.3% |
| YTD | -35.3% | +93.6% | -128.8% | -42.4% |
| 1Y | -19.3% | +98.8% | -118.1% | -28.8% |
| 3Y | +18.1% | +73.6% | -55.5% | +3.2% |
| All | +2.0% | +317.2% | -315.2% | -22.6% |
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