+330.5%
CSCO vs ISRG
+537.7%
-207.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | -6.8% | +4.0% | -0.4% |
| 30D | -12.6% | +5.1% | -17.8% | -14.2% |
| 3M | -16.0% | +12.0% | -28.0% | -19.5% |
| 6M | +2.8% | +7.0% | -4.2% | -1.4% |
| YTD | +33.2% | -20.6% | +53.9% | +41.6% |
| 1Y | +43.1% | -21.4% | +64.5% | +52.5% |
| 3Y | +106.7% | +62.0% | +44.7% | +59.9% |
| 5Y | +103.6% | +28.1% | +75.4% | +66.8% |
| 10Y | +330.5% | +550.7% | -220.2% | +93.2% |
| All | +330.5% | +537.7% | -207.2% | +93.2% |
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