+356.0%
ISRG vs CMCSA
+10.1%
+345.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.6% | +3.8% | -11.4% | -9.0% |
| 3M | -16.4% | +12.3% | -28.7% | -20.4% |
| 6M | -28.6% | -15.4% | -13.2% | -24.4% |
| YTD | -38.2% | -2.5% | -35.7% | -38.7% |
| 1Y | -25.5% | -13.4% | -12.1% | -22.5% |
| 3Y | +17.4% | -30.4% | +47.8% | +31.3% |
| 5Y | -3.0% | -45.0% | +42.1% | +18.6% |
| 10Y | +356.0% | +10.2% | +345.8% | +336.5% |
| All | +356.0% | +10.1% | +345.9% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling