-19.9%
ISRG vs COF
-5.2%
-14.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | -2.5% | -6.1% | +3.5% | -0.1% |
| 30D | -10.2% | -5.2% | -5.0% | -8.2% |
| 3M | -12.5% | +17.0% | -29.5% | -16.7% |
| 6M | -25.8% | +12.9% | -38.7% | -28.6% |
| YTD | -36.4% | -13.5% | -22.8% | -33.8% |
| 1Y | -19.9% | -5.9% | -14.0% | -23.0% |
| All | -19.9% | -5.2% | -14.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling