+536.3%
ISRG vs COR
+534.3%
+1.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | +0.4% |
| 7D | +5.4% | +2.3% | +3.1% | +4.7% |
| 30D | +8.6% | +6.8% | +1.9% | +6.2% |
| 3M | +21.6% | +8.1% | +13.5% | +18.2% |
| 6M | +2.3% | +33.0% | -30.7% | -7.6% |
| YTD | -18.7% | +3.0% | -21.7% | -20.8% |
| 1Y | -17.8% | -3.4% | -14.3% | -18.0% |
| 3Y | +69.1% | +80.1% | -11.1% | +29.9% |
| 5Y | +26.5% | +194.7% | -168.3% | -20.9% |
| 10Y | +536.3% | +512.3% | +24.0% | +215.9% |
| All | +536.3% | +534.3% | +1.9% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling