+63.3%
ISRG vs COP
+23.8%
+39.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | +4.8% | -11.5% | +16.3% | +5.3% |
| 30D | +9.2% | +5.0% | +4.3% | +8.7% |
| 3M | +21.2% | +17.5% | +3.7% | +19.4% |
| 6M | +0.2% | +16.2% | -16.0% | -1.2% |
| YTD | -20.1% | +48.8% | -68.8% | -25.1% |
| 1Y | -17.3% | +64.1% | -81.4% | -24.4% |
| 3Y | +63.3% | +25.7% | +37.6% | +49.0% |
| All | +63.3% | +23.8% | +39.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling