+22,612.5%
ISRG vs CMCSA
+245.9%
+22,366.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +5.4% | +2.7% | +2.7% | +4.4% |
| 30D | +8.6% | +18.6% | -10.0% | +1.1% |
| 3M | +21.6% | -1.8% | +23.4% | +22.0% |
| 6M | +2.3% | -0.7% | +3.0% | +1.8% |
| YTD | -18.7% | -7.8% | -10.9% | -17.7% |
| 1Y | -17.8% | +0.7% | -18.5% | -20.1% |
| 3Y | +69.1% | -28.0% | +97.0% | +84.7% |
| 5Y | +26.5% | -42.1% | +68.6% | +50.1% |
| 10Y | +536.3% | +8.2% | +528.1% | +459.7% |
| All | +22,612.5% | +245.9% | +22,366.7% | +10,234.8% |
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