-20.1%
ISRG vs COP
+58.8%
-78.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.3% |
| 7D | +5.4% | -8.4% | +13.8% | +3.1% |
| 30D | +8.6% | +0.3% | +8.4% | +8.7% |
| 3M | +21.6% | +15.1% | +6.5% | +26.0% |
| 6M | +2.3% | +19.8% | -17.4% | +7.4% |
| YTD | -18.7% | +46.8% | -65.5% | -12.1% |
| All | -20.1% | +58.8% | -78.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling