+384.0%
ISRG vs CVNA
+2,635.9%
-2,251.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -6.8% | -4.8% | -2.0% | -6.3% |
| 30D | +5.1% | +24.1% | -19.0% | +2.5% |
| 3M | +12.0% | +2.6% | +9.4% | +11.2% |
| 6M | +7.0% | -3.1% | +10.1% | +6.5% |
| YTD | -20.6% | -12.5% | -8.1% | -20.6% |
| 1Y | -21.4% | +13.0% | -34.4% | -23.7% |
| 3Y | +62.0% | +1,165.3% | -1,103.3% | +15.9% |
| 5Y | +28.1% | +29.0% | -0.9% | +3.0% |
| All | +384.0% | +2,635.9% | -2,251.9% | +160.2% |
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