+500.7%
ISRG vs COR
+524.4%
-23.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | +9.2% | +5.1% | +4.1% | +7.5% |
| 3M | +21.2% | +2.8% | +18.3% | +19.9% |
| 6M | +0.2% | +32.5% | -32.3% | -9.0% |
| YTD | -20.1% | -0.7% | -19.4% | -21.1% |
| 1Y | -17.3% | -6.7% | -10.6% | -16.6% |
| 3Y | +63.3% | +73.7% | -10.4% | +28.4% |
| 5Y | +24.1% | +177.9% | -153.8% | -19.1% |
| All | +500.7% | +524.4% | -23.8% | +231.1% |
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