+2.0%
ISRG vs COP
+186.8%
-184.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | -2.3% | +17.5% | -19.8% | -4.5% |
| 3M | -12.4% | +13.4% | -25.8% | -14.2% |
| 6M | -26.8% | +17.7% | -44.6% | -29.1% |
| YTD | -35.3% | +46.6% | -81.8% | -39.9% |
| 1Y | -19.3% | +44.6% | -63.9% | -25.1% |
| 3Y | +18.1% | +20.7% | -2.6% | +11.1% |
| All | +2.0% | +186.8% | -184.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling