+23.9%
ISRG vs COO
-41.6%
+65.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.3% |
| 7D | +4.8% | +4.7% | +0.1% | +2.3% |
| 30D | +9.2% | +13.9% | -4.7% | +1.7% |
| 3M | +21.2% | -14.9% | +36.1% | +31.5% |
| 6M | +0.2% | +2.0% | -1.8% | -2.2% |
| YTD | -20.1% | -23.9% | +3.9% | -7.5% |
| 1Y | -17.3% | -9.6% | -7.7% | -14.0% |
| 3Y | +63.3% | -25.4% | +88.7% | +76.8% |
| All | +23.9% | -41.6% | +65.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling