+374.7%
ISRG vs CVS
+42.0%
+332.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.5% | -2.0% | -0.6% | -2.1% |
| 30D | -10.2% | +1.9% | -12.1% | -10.6% |
| 3M | -12.5% | -2.2% | -10.3% | -12.3% |
| 6M | -25.8% | +26.7% | -52.5% | -30.3% |
| YTD | -36.4% | +22.9% | -59.2% | -40.1% |
| 1Y | -19.9% | +32.9% | -52.8% | -26.2% |
| 3Y | +20.9% | +62.3% | -41.4% | +1.9% |
| 5Y | +5.7% | +34.2% | -28.6% | -5.4% |
| All | +374.7% | +42.0% | +332.8% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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