+22,229.9%
ISRG vs CMCSA
+244.2%
+21,985.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.4% |
| 7D | +4.8% | +5.0% | -0.2% | +2.8% |
| 30D | +9.2% | +16.5% | -7.2% | +2.4% |
| 3M | +21.2% | -1.6% | +22.8% | +21.4% |
| 6M | +0.2% | -5.0% | +5.3% | +1.6% |
| YTD | -20.1% | -8.3% | -11.8% | -18.9% |
| 1Y | -17.3% | +0.4% | -17.7% | -19.6% |
| 3Y | +63.3% | -31.0% | +94.3% | +81.7% |
| 5Y | +24.1% | -42.5% | +66.6% | +47.7% |
| 10Y | +507.0% | +12.6% | +494.4% | +424.7% |
| All | +22,229.9% | +244.2% | +21,985.7% | +10,081.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling