-24.4%
ISRG vs CMCSA
-19.1%
-5.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +1.8% |
| 7D | -5.0% | -8.3% | +3.3% | -3.9% |
| 30D | -10.2% | -2.4% | -7.8% | -9.9% |
| 3M | -17.2% | +4.5% | -21.7% | -17.8% |
| 6M | -28.4% | -18.8% | -9.7% | -28.9% |
| YTD | -37.6% | -8.9% | -28.7% | -37.7% |
| 1Y | -24.4% | -18.3% | -6.1% | -19.5% |
| All | -24.4% | -19.1% | -5.4% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling