+127.8%
CSCO vs ISRG
+22,769.2%
-22,641.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.8% |
| 7D | -2.9% | +5.4% | -8.3% | -3.9% |
| 30D | -16.7% | +8.6% | -25.3% | -18.0% |
| 3M | -18.4% | +21.6% | -40.0% | -21.5% |
| 6M | +2.9% | +2.3% | +0.6% | +1.4% |
| YTD | +30.4% | -18.7% | +49.1% | +33.8% |
| 1Y | +41.4% | -17.8% | +59.1% | +44.7% |
| 3Y | +104.7% | +69.1% | +35.6% | +80.9% |
| 5Y | +96.9% | +26.5% | +70.5% | +80.4% |
| 10Y | +321.5% | +536.3% | -214.8% | +193.7% |
| All | +127.8% | +22,769.2% | -22,641.4% | -2.1% |
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