+979.7%
ISRG vs COPX
+124.2%
+855.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.5% |
| 30D | +4.2% | -15.9% | +20.1% | +9.7% |
| 3M | +9.6% | -19.6% | +29.2% | +16.3% |
| 6M | +1.9% | -21.5% | +23.4% | +7.4% |
| YTD | -22.3% | -0.8% | -21.6% | -25.6% |
| 1Y | -23.2% | +15.2% | -38.3% | -30.2% |
| 3Y | +58.5% | +134.7% | -76.2% | +9.4% |
| 5Y | +23.9% | +111.3% | -87.4% | -13.0% |
| 10Y | +536.7% | +324.3% | +212.4% | +226.4% |
| All | +979.7% | +124.2% | +855.5% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling