+107.7%
COST vs ISRG
+7.4%
+100.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -4.7% | -8.0% | +3.3% | -2.6% |
| 3M | -7.1% | -10.6% | +3.5% | -4.9% |
| 6M | -8.5% | -25.1% | +16.6% | -1.9% |
| YTD | +5.4% | -34.8% | +40.2% | +17.6% |
| 1Y | -5.6% | -19.0% | +13.4% | -2.5% |
| 3Y | +68.5% | +22.1% | +46.4% | +48.3% |
| All | +107.7% | +7.4% | +100.3% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling