+151.2%
CSCO vs ISRG
+18,108.6%
-17,957.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -10.1% | -2.3% | -7.9% | -9.8% |
| 3M | -15.7% | -12.4% | -3.2% | -14.2% |
| 6M | +36.3% | -26.8% | +63.1% | +42.7% |
| YTD | +43.8% | -35.3% | +79.1% | +54.1% |
| 1Y | +63.9% | -19.3% | +83.3% | +68.0% |
| 3Y | +104.4% | +18.1% | +86.2% | +93.0% |
| 5Y | +111.4% | +2.6% | +108.7% | +101.3% |
| 10Y | +361.7% | +379.4% | -17.8% | +238.5% |
| All | +151.2% | +18,108.6% | -17,957.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling