+386.2%
ISRG vs COPX
+583.8%
-197.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -8.0% | +0.3% | -8.3% | -8.6% |
| 3M | -10.6% | +6.8% | -17.4% | -13.7% |
| 6M | -25.1% | +7.9% | -33.1% | -29.1% |
| YTD | -34.8% | +23.7% | -58.6% | -42.4% |
| 1Y | -19.0% | +71.5% | -90.6% | -37.5% |
| 3Y | +22.1% | +149.1% | -127.0% | -22.1% |
| 5Y | +8.2% | +167.3% | -159.1% | -34.9% |
| All | +386.2% | +583.8% | -197.6% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling