+800.0%
ISRG vs COPX
+186.2%
+613.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -4.0% | +2.4% | -0.3% |
| 30D | -2.3% | +4.5% | -6.8% | -3.8% |
| 3M | -12.4% | +0.8% | -13.3% | -13.7% |
| 6M | -26.8% | +3.2% | -30.0% | -29.2% |
| YTD | -35.3% | +26.7% | -62.0% | -42.1% |
| 1Y | -19.3% | +85.7% | -105.0% | -37.0% |
| 3Y | +18.1% | +151.2% | -133.0% | -19.2% |
| 5Y | +2.6% | +170.0% | -167.3% | -33.0% |
| 10Y | +379.4% | +572.9% | -193.5% | +116.0% |
| All | +800.0% | +186.2% | +613.8% | +394.2% |
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