-17.3%
ISRG vs COR
-4.6%
-12.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.9% |
| 30D | +9.2% | +5.1% | +4.1% | +8.6% |
| 3M | +21.2% | +2.8% | +18.3% | +20.8% |
| 6M | +0.2% | +32.5% | -32.3% | -2.7% |
| YTD | -20.1% | -0.7% | -19.4% | -20.9% |
| 1Y | -17.3% | -6.7% | -10.6% | -16.6% |
| All | -17.3% | -4.6% | -12.8% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling