+69.5%
COST vs ISRG
+16.7%
+52.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.3% |
| 7D | -3.2% | -5.2% | +2.0% | -2.1% |
| 30D | -4.0% | -7.6% | +3.6% | -2.5% |
| 3M | -6.5% | -16.4% | +9.9% | -3.5% |
| 6M | -8.5% | -28.6% | +20.0% | -2.6% |
| YTD | +6.0% | -38.2% | +44.2% | +16.7% |
| 1Y | -5.8% | -25.5% | +19.7% | -1.9% |
| All | +69.5% | +16.7% | +52.8% | +60.1% |
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 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