+4,136.2%
COST vs ISRG
+18,108.6%
-13,972.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | -1.6% | -1.6% | -2.9% |
| 30D | -2.8% | -2.3% | -0.5% | -2.5% |
| 3M | -5.7% | -12.4% | +6.8% | -4.3% |
| 6M | -8.8% | -26.8% | +18.1% | -5.3% |
| YTD | +6.7% | -35.3% | +41.9% | +12.4% |
| 1Y | -3.6% | -19.3% | +15.7% | -1.7% |
| 3Y | +75.1% | +18.1% | +56.9% | +68.8% |
| 5Y | +108.9% | +2.6% | +106.3% | +102.9% |
| 10Y | +586.2% | +379.4% | +206.7% | +452.8% |
| All | +4,136.2% | +18,108.6% | -13,972.4% | +1,987.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling