+17.4%
ISRG vs COPX
+171.8%
-154.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.3% |
| 7D | -5.2% | +5.8% | -10.9% | -6.3% |
| 30D | -7.6% | +7.2% | -14.8% | -9.1% |
| 3M | -16.4% | +16.5% | -32.8% | -19.5% |
| 6M | -28.6% | +18.4% | -47.0% | -32.2% |
| YTD | -38.2% | +31.9% | -70.1% | -43.9% |
| 1Y | -25.5% | +88.5% | -114.0% | -39.7% |
| 3Y | +17.4% | +173.1% | -155.7% | -19.6% |
| All | +17.4% | +171.8% | -154.4% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling