+366.8%
CSCO vs ISRG
+358.2%
+8.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.5% |
| 7D | -0.5% | -5.2% | +4.7% | +1.2% |
| 30D | -10.1% | -7.6% | -2.5% | -7.9% |
| 3M | -11.7% | -16.4% | +4.6% | -7.6% |
| 6M | +40.1% | -28.6% | +68.7% | +53.8% |
| YTD | +43.8% | -38.2% | +82.0% | +66.3% |
| 1Y | +66.6% | -25.5% | +92.1% | +78.5% |
| 3Y | +108.5% | +17.4% | +91.1% | +80.7% |
| 5Y | +114.0% | -3.0% | +116.9% | +93.3% |
| 10Y | +366.8% | +356.0% | +10.9% | +128.4% |
| All | +366.8% | +358.2% | +8.6% | +128.4% |
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