+604.2%
COST vs ISRG
+380.4%
+223.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.6% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | -4.4% | -10.2% | +5.7% | -1.7% |
| 3M | -8.1% | -12.5% | +4.4% | -5.4% |
| 6M | -9.2% | -25.8% | +16.6% | -2.7% |
| YTD | +5.1% | -36.4% | +41.5% | +17.4% |
| 1Y | -5.1% | -19.9% | +14.8% | -1.5% |
| 3Y | +70.4% | +20.9% | +49.5% | +53.9% |
| 5Y | +104.7% | +5.7% | +99.0% | +85.9% |
| All | +604.2% | +380.4% | +223.8% | +380.7% |
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