+21,593.2%
ISRG vs COO
+1,259.9%
+20,333.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.7% |
| 7D | -6.1% | -2.1% | -4.0% | -5.3% |
| 30D | +4.2% | +13.9% | -9.7% | -0.9% |
| 3M | +9.6% | -18.9% | +28.6% | +18.1% |
| 6M | +1.9% | +3.7% | -1.9% | -0.4% |
| YTD | -22.3% | -24.1% | +1.8% | -14.1% |
| 1Y | -23.2% | -14.2% | -8.9% | -19.2% |
| 3Y | +58.5% | -24.5% | +83.0% | +70.8% |
| 5Y | +23.9% | -40.4% | +64.4% | +47.3% |
| 10Y | +536.7% | +40.5% | +496.2% | +468.6% |
| All | +21,593.2% | +1,259.9% | +20,333.3% | +11,141.5% |
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