+1,298.9%
COHR vs ISRG
+391.9%
+906.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.7% |
| 7D | +8.3% | +0.7% | +7.7% | +7.6% |
| 30D | -14.1% | -8.0% | -6.1% | -10.4% |
| 3M | -16.0% | -10.6% | -5.4% | -13.7% |
| 6M | +21.5% | -25.1% | +46.6% | +37.2% |
| YTD | +65.4% | -34.8% | +100.3% | +104.3% |
| 1Y | +195.0% | -19.0% | +214.0% | +210.0% |
| 3Y | +830.2% | +22.1% | +808.1% | +662.8% |
| 5Y | +397.1% | +8.2% | +388.9% | +326.4% |
| All | +1,298.9% | +391.9% | +906.9% | +416.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling