+62.2%
ISRG vs COO
-22.2%
+84.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +2.1% | +4.5% | -2.4% | +0.5% |
| 30D | +6.2% | +16.9% | -10.8% | +0.1% |
| 3M | +14.4% | -16.7% | +31.1% | +22.6% |
| 6M | 0.0% | +5.9% | -6.0% | -2.5% |
| YTD | -20.5% | -22.4% | +1.9% | -12.9% |
| 1Y | -21.9% | -10.1% | -11.8% | -19.1% |
| 3Y | +62.2% | -22.8% | +85.0% | +70.3% |
| All | +62.2% | -22.2% | +84.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling