+988.8%
ISRG vs COPX
+118.6%
+870.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | +5.6% | -14.3% | +19.9% | +10.5% |
| 3M | +10.5% | -19.0% | +29.6% | +17.0% |
| 6M | +2.6% | -24.4% | +27.0% | +9.5% |
| YTD | -21.7% | -3.2% | -18.4% | -24.4% |
| 1Y | -21.6% | +15.2% | -36.7% | -28.8% |
| 3Y | +57.0% | +127.6% | -70.6% | +9.4% |
| 5Y | +25.0% | +106.0% | -81.0% | -11.5% |
| 10Y | +542.1% | +313.7% | +228.4% | +231.6% |
| All | +988.8% | +118.6% | +870.2% | +545.5% |
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