+194.8%
COHR vs ISRG
-16.8%
+211.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.5% |
| 7D | +1.0% | -1.6% | +2.5% | +0.7% |
| 30D | -14.1% | -2.3% | -11.9% | -14.3% |
| 3M | -33.2% | -12.4% | -20.7% | -33.4% |
| 6M | +2.5% | -26.8% | +29.4% | +5.5% |
| YTD | +52.7% | -35.3% | +88.0% | +60.1% |
| 1Y | +194.8% | -19.3% | +214.1% | +214.2% |
| All | +194.8% | -16.8% | +211.6% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling