+4,960.0%
COST vs ISRG
+21,742.8%
-16,782.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.7% |
| 7D | +2.5% | -6.1% | +8.6% | +3.4% |
| 30D | +14.6% | +4.2% | +10.4% | +13.8% |
| 3M | +15.2% | +9.6% | +5.6% | +13.6% |
| 6M | +7.2% | +1.9% | +5.4% | +6.4% |
| YTD | +27.4% | -22.3% | +49.7% | +30.8% |
| 1Y | +20.2% | -23.2% | +43.4% | +23.5% |
| 3Y | +96.9% | +58.5% | +38.3% | +82.5% |
| 5Y | +122.8% | +23.9% | +98.9% | +110.8% |
| 10Y | +764.3% | +536.7% | +227.5% | +571.7% |
| All | +4,960.0% | +21,742.8% | -16,782.8% | +2,329.6% |
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 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