+374.7%
ISRG vs COF
+246.6%
+128.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | -2.5% | -6.1% | +3.5% | -0.3% |
| 30D | -10.2% | -5.2% | -5.0% | -8.4% |
| 3M | -12.5% | +17.0% | -29.5% | -17.3% |
| 6M | -25.8% | +12.9% | -38.7% | -29.1% |
| YTD | -36.4% | -13.5% | -22.8% | -33.5% |
| 1Y | -19.9% | -5.9% | -14.0% | -19.0% |
| 3Y | +20.9% | +117.1% | -96.3% | -11.7% |
| 5Y | +5.7% | +45.4% | -39.7% | -13.6% |
| All | +374.7% | +246.6% | +128.1% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling