+23.9%
ISRG vs CVS
+5.4%
+18.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.6% |
| 7D | +4.8% | -7.1% | +11.9% | +5.2% |
| 30D | +9.2% | -4.0% | +13.2% | +9.3% |
| 3M | +21.2% | -12.2% | +33.4% | +22.2% |
| 6M | +0.2% | -2.2% | +2.4% | -0.3% |
| YTD | -20.1% | +8.9% | -29.0% | -21.7% |
| 1Y | -17.3% | +9.9% | -27.2% | -19.2% |
| 3Y | +63.3% | +32.1% | +31.2% | +54.3% |
| All | +23.9% | +5.4% | +18.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling