+301.0%
CSCO vs ISRG
+514.0%
-213.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.9% |
| 7D | -10.2% | +4.8% | -15.0% | -11.6% |
| 30D | -20.1% | +9.2% | -29.3% | -22.5% |
| 3M | -22.1% | +21.2% | -43.2% | -27.2% |
| 6M | +3.2% | +0.2% | +3.0% | +1.1% |
| YTD | +24.1% | -20.1% | +44.1% | +31.5% |
| 1Y | +34.6% | -17.3% | +51.9% | +40.7% |
| 3Y | +90.0% | +63.3% | +26.7% | +46.6% |
| 5Y | +88.6% | +24.1% | +64.5% | +57.1% |
| All | +301.0% | +514.0% | -213.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling