+17.4%
ISRG vs CVNA
+686.9%
-669.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.2% | +3.5% | -8.7% | -5.6% |
| 30D | -7.6% | +5.5% | -13.0% | -8.4% |
| 3M | -16.4% | +7.6% | -23.9% | -17.6% |
| 6M | -28.6% | +17.6% | -46.2% | -30.7% |
| YTD | -38.2% | -11.5% | -26.7% | -38.1% |
| 1Y | -25.5% | +0.4% | -25.9% | -27.4% |
| 3Y | +17.4% | +695.6% | -678.2% | -13.5% |
| All | +17.4% | +686.9% | -669.4% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling