+3.5%
ISRG vs COPX
+187.4%
-183.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | -5.0% | +6.0% | -11.0% | -6.6% |
| 30D | -10.2% | +6.4% | -16.6% | -12.0% |
| 3M | -17.2% | +19.3% | -36.5% | -21.9% |
| 6M | -28.4% | +16.2% | -44.7% | -32.8% |
| YTD | -37.6% | +33.2% | -70.8% | -45.0% |
| 1Y | -24.4% | +90.2% | -114.7% | -41.7% |
| 3Y | +18.4% | +175.7% | -157.2% | -24.0% |
| All | +3.5% | +187.4% | -183.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling