+65.9%
CSCO vs ISRG
-24.8%
+90.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.3% |
| 7D | 0.0% | -5.0% | +5.0% | -0.1% |
| 30D | -10.7% | -10.2% | -0.5% | -10.9% |
| 3M | -8.7% | -17.2% | +8.5% | -8.6% |
| 6M | +44.9% | -28.4% | +73.3% | +47.7% |
| YTD | +44.1% | -37.6% | +81.8% | +48.3% |
| 1Y | +65.9% | -24.4% | +90.3% | +67.5% |
| All | +65.9% | -24.8% | +90.7% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling