+23.9%
ISRG vs CMCSA
-42.5%
+66.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.6% |
| 7D | +4.8% | +5.0% | -0.2% | +3.2% |
| 30D | +9.2% | +16.5% | -7.2% | +3.6% |
| 3M | +21.2% | -1.6% | +22.8% | +21.5% |
| 6M | +0.2% | -5.0% | +5.3% | +1.4% |
| YTD | -20.1% | -8.3% | -11.8% | -19.4% |
| 1Y | -17.3% | +0.4% | -17.7% | -19.9% |
| 3Y | +63.3% | -31.0% | +94.3% | +80.2% |
| All | +23.9% | -42.5% | +66.4% | +42.2% |
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 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