+5,452.2%
COHR vs ISRG
+18,230.2%
-12,778.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.6% |
| 7D | +8.3% | +0.7% | +7.7% | +8.0% |
| 30D | -14.1% | -8.0% | -6.1% | -12.6% |
| 3M | -16.0% | -10.6% | -5.4% | -14.8% |
| 6M | +21.5% | -25.1% | +46.6% | +28.0% |
| YTD | +65.4% | -34.8% | +100.3% | +80.6% |
| 1Y | +195.0% | -19.0% | +214.0% | +203.2% |
| 3Y | +830.2% | +22.1% | +808.1% | +777.2% |
| 5Y | +397.1% | +8.2% | +388.9% | +380.6% |
| 10Y | +1,317.7% | +391.3% | +926.4% | +921.4% |
| All | +5,452.2% | +18,230.2% | -12,778.0% | +2,137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling