+20.3%
COST vs ISRG
-21.7%
+42.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | +5.0% | -2.0% | +7.0% | +5.2% |
| 30D | +12.8% | +5.6% | +7.3% | +12.2% |
| 3M | +15.2% | +10.5% | +4.6% | +14.1% |
| 6M | +7.4% | +2.6% | +4.8% | +5.9% |
| YTD | +29.0% | -21.7% | +50.7% | +22.7% |
| 1Y | +20.3% | -21.6% | +41.8% | +15.1% |
| All | +20.3% | -21.7% | +42.0% | +15.1% |
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