+22,229.9%
ISRG vs COO
+1,263.6%
+20,966.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.6% |
| 7D | +4.8% | +4.7% | +0.1% | +3.1% |
| 30D | +9.2% | +13.9% | -4.7% | +3.9% |
| 3M | +21.2% | -14.9% | +36.1% | +28.1% |
| 6M | +0.2% | +2.0% | -1.8% | -1.3% |
| YTD | -20.1% | -23.9% | +3.9% | -11.7% |
| 1Y | -17.3% | -9.6% | -7.7% | -14.8% |
| 3Y | +63.3% | -25.4% | +88.7% | +76.9% |
| 5Y | +24.1% | -41.2% | +65.3% | +48.1% |
| 10Y | +507.0% | +42.1% | +464.9% | +440.1% |
| All | +22,229.9% | +1,263.6% | +20,966.2% | +11,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling