+539.2%
ISRG vs CMCSA
+6.4%
+532.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -3.3% |
| 30D | +5.6% | +19.5% | -14.0% | -1.8% |
| 3M | +10.5% | -2.4% | +12.9% | +11.2% |
| 6M | +2.6% | +3.8% | -1.2% | +0.3% |
| YTD | -21.7% | -5.4% | -16.3% | -21.7% |
| 1Y | -21.6% | +1.1% | -22.7% | -24.1% |
| 3Y | +57.0% | -27.1% | +84.2% | +70.9% |
| 5Y | +25.0% | -40.3% | +65.3% | +46.8% |
| All | +539.2% | +6.4% | +532.7% | +524.2% |
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