-5.1%
COST vs ISRG
-23.0%
+17.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.3% |
| 30D | -4.4% | -10.2% | +5.7% | -3.8% |
| 3M | -8.1% | -12.5% | +4.4% | -7.7% |
| 6M | -9.2% | -25.8% | +16.6% | -9.1% |
| YTD | +5.1% | -36.4% | +41.5% | +5.2% |
| 1Y | -5.1% | -19.9% | +14.8% | -7.1% |
| All | -5.1% | -23.0% | +17.9% | -7.1% |
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