+17,983.8%
ISRG vs COF
+509.9%
+17,473.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | -2.3% | -0.6% | -1.7% | -2.1% |
| 3M | -12.4% | +20.3% | -32.7% | -16.8% |
| 6M | -26.8% | +13.0% | -39.8% | -29.3% |
| YTD | -35.3% | -8.3% | -26.9% | -34.0% |
| 1Y | -19.3% | -1.5% | -17.9% | -19.6% |
| 3Y | +18.1% | +122.3% | -104.1% | -7.4% |
| 5Y | +2.6% | +52.5% | -49.9% | -12.7% |
| 10Y | +379.4% | +264.9% | +114.6% | +205.1% |
| All | +17,983.8% | +509.9% | +17,473.9% | +8,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling