+25.5%
ISRG vs COO
-40.4%
+65.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | +5.6% | +14.2% | -8.6% | -1.8% |
| 3M | +10.5% | -18.2% | +28.8% | +22.9% |
| 6M | +2.6% | +5.3% | -2.7% | -1.8% |
| YTD | -21.7% | -23.6% | +1.9% | -9.6% |
| 1Y | -21.6% | -12.7% | -8.9% | -16.7% |
| 3Y | +57.0% | -24.2% | +81.2% | +67.8% |
| All | +25.5% | -40.4% | +65.8% | +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