+114.0%
CSCO vs ISRG
-2.6%
+116.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.9% |
| 7D | -0.5% | -5.2% | +4.7% | +0.5% |
| 30D | -10.1% | -7.6% | -2.5% | -8.7% |
| 3M | -11.7% | -16.4% | +4.6% | -9.0% |
| 6M | +40.1% | -28.6% | +68.7% | +49.4% |
| YTD | +43.8% | -38.2% | +82.0% | +59.1% |
| 1Y | +66.6% | -25.5% | +92.1% | +74.7% |
| 3Y | +108.5% | +17.4% | +91.1% | +90.3% |
| 5Y | +114.0% | -3.0% | +116.9% | +98.8% |
| All | +114.0% | -2.6% | +116.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling