+17,983.8%
ISRG vs CVS
+706.9%
+17,276.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.6% | +4.0% | -5.5% | -2.9% |
| 30D | -2.3% | -2.4% | +0.1% | -1.7% |
| 3M | -12.4% | +2.7% | -15.1% | -13.6% |
| 6M | -26.8% | +21.9% | -48.7% | -32.2% |
| YTD | -35.3% | +24.7% | -60.0% | -40.9% |
| 1Y | -19.3% | +35.4% | -54.8% | -28.7% |
| 3Y | +18.1% | +65.2% | -47.1% | -7.1% |
| 5Y | +2.6% | +30.5% | -27.9% | -13.1% |
| 10Y | +379.4% | +40.4% | +339.1% | +274.5% |
| All | +17,983.8% | +706.9% | +17,276.9% | +7,696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling