+2.0%
ISRG vs CMCSA
-45.8%
+47.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -0.9% |
| 30D | -2.3% | +7.0% | -9.3% | -4.6% |
| 3M | -12.4% | +15.1% | -27.5% | -16.8% |
| 6M | -26.8% | -15.4% | -11.5% | -23.3% |
| YTD | -35.3% | -1.9% | -33.4% | -36.0% |
| 1Y | -19.3% | -12.7% | -6.6% | -16.6% |
| 3Y | +18.1% | -31.0% | +49.1% | +31.9% |
| All | +2.0% | -45.8% | +47.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling