-10.5%
ISRG vs COPX
+31.7%
-42.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.4% | +9.0% |
| 7D | +8.5% | -3.0% | +11.5% | +8.7% |
| 30D | +18.6% | -13.6% | +32.2% | +19.8% |
| 3M | +30.9% | -11.2% | +42.1% | +31.4% |
| 6M | +6.6% | -2.4% | +9.0% | +4.6% |
| YTD | -14.9% | +4.2% | -19.1% | -20.7% |
| 1Y | -10.5% | +32.2% | -42.7% | -24.9% |
| All | -10.5% | +31.7% | -42.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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