+96.5%
COST vs ISRG
+54.2%
+42.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | +2.5% | -6.1% | +8.6% | +3.8% |
| 30D | +14.6% | +4.2% | +10.4% | +13.4% |
| 3M | +15.2% | +9.6% | +5.6% | +12.7% |
| 6M | +7.2% | +1.9% | +5.4% | +6.0% |
| YTD | +27.4% | -22.3% | +49.7% | +33.7% |
| 1Y | +20.2% | -23.2% | +43.4% | +26.4% |
| All | +96.5% | +54.2% | +42.3% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling