+17,983.8%
ISRG vs COO
+1,421.7%
+16,562.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.3% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -2.3% | -7.0% | +4.7% | +0.6% |
| 3M | -12.4% | +12.2% | -24.7% | -16.3% |
| 6M | -26.8% | -15.1% | -11.7% | -21.9% |
| YTD | -35.3% | -15.1% | -20.2% | -30.9% |
| 1Y | -19.3% | +2.3% | -21.7% | -20.3% |
| 3Y | +18.1% | -23.7% | +41.8% | +27.8% |
| 5Y | +2.6% | -38.9% | +41.6% | +21.4% |
| 10Y | +379.4% | +49.9% | +329.5% | +319.1% |
| All | +17,983.8% | +1,421.7% | +16,562.1% | +8,938.7% |
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