-21.6%
ISRG vs CMCSA
+1.9%
-23.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -2.0% | +3.2% | -5.2% | -2.6% |
| 30D | +5.6% | +19.5% | -14.0% | +2.8% |
| 3M | +10.5% | -2.4% | +12.9% | +10.8% |
| 6M | +2.6% | +3.8% | -1.2% | +1.1% |
| YTD | -21.7% | -5.4% | -16.3% | -22.3% |
| 1Y | -21.6% | +1.1% | -22.7% | -23.6% |
| All | -21.6% | +1.9% | -23.4% | -23.6% |
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