+21,775.7%
ISRG vs COF
+441.8%
+21,333.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -2.0% | -3.4% | +1.3% | -1.1% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +10.5% | -12.5% | +23.1% | +14.6% |
| 6M | +2.6% | +8.3% | -5.7% | +0.2% |
| YTD | -21.7% | -18.6% | -3.1% | -17.7% |
| 1Y | -21.6% | -8.6% | -12.9% | -20.2% |
| 3Y | +57.0% | +94.7% | -37.6% | +27.8% |
| 5Y | +25.0% | +35.3% | -10.4% | +10.1% |
| 10Y | +542.1% | +185.1% | +357.0% | +336.4% |
| All | +21,775.7% | +441.8% | +21,333.9% | +10,131.7% |
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