+1,440.9%
ISRG vs CVE
+67.4%
+1,373.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -7.6% | +17.0% | +10.7% |
| 7D | +8.5% | -12.1% | +20.6% | +10.7% |
| 30D | +18.6% | -9.8% | +28.4% | +20.3% |
| 3M | +30.9% | -0.7% | +31.6% | +30.2% |
| 6M | +6.6% | -4.3% | +10.9% | +6.0% |
| YTD | -14.9% | +70.6% | -85.5% | -24.6% |
| 1Y | -10.5% | +73.2% | -83.7% | -21.1% |
| 3Y | +73.1% | +60.3% | +12.8% | +51.7% |
| 5Y | +32.7% | +159.3% | -126.6% | +2.7% |
| 10Y | +546.2% | +147.4% | +398.8% | +327.5% |
| All | +1,440.9% | +67.4% | +1,373.6% | +923.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling