+760.1%
COST vs ISRG
+542.9%
+217.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | +5.0% | -2.0% | +7.0% | +5.6% |
| 30D | +12.8% | +5.6% | +7.3% | +10.9% |
| 3M | +15.2% | +10.5% | +4.6% | +11.7% |
| 6M | +7.4% | +2.6% | +4.8% | +5.5% |
| YTD | +29.0% | -21.7% | +50.7% | +36.0% |
| 1Y | +20.3% | -21.6% | +41.8% | +26.5% |
| 3Y | +99.0% | +57.0% | +42.0% | +66.9% |
| 5Y | +125.7% | +25.0% | +100.7% | +95.1% |
| All | +760.1% | +542.9% | +217.2% | +466.3% |
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