+89.3%
CSCO vs ISRG
+62.8%
+26.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -10.2% | +4.8% | -15.0% | -10.7% |
| 30D | -20.1% | +9.2% | -29.3% | -20.9% |
| 3M | -22.4% | +21.2% | -43.5% | -24.2% |
| 6M | +2.8% | +0.2% | +2.6% | +2.8% |
| YTD | +23.6% | -20.1% | +43.7% | +29.4% |
| 1Y | +34.0% | -17.3% | +51.4% | +39.3% |
| 3Y | +89.3% | +63.3% | +25.9% | +101.5% |
| All | +89.3% | +62.8% | +26.5% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling