+280.3%
ISRG vs CVNA
+2,618.9%
-2,338.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | -10.2% | -1.0% | -9.2% | -10.3% |
| 3M | -17.2% | +5.5% | -22.7% | -18.0% |
| 6M | -28.4% | +11.8% | -40.2% | -29.8% |
| YTD | -37.6% | -13.0% | -24.6% | -37.4% |
| 1Y | -24.4% | -2.1% | -22.3% | -25.7% |
| 3Y | +18.4% | +681.6% | -663.2% | -11.0% |
| 5Y | -1.0% | +11.6% | -12.6% | -18.5% |
| All | +280.3% | +2,618.9% | -2,338.5% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 10y: compounded portfolio wealth divided by compounded CVNA 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…
10y analysis · Full analysis span regression · 6 months rolling