+57.0%
ISRG vs COR
+86.2%
-29.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.4% |
| 7D | -2.0% | +7.8% | -9.9% | -3.3% |
| 30D | +5.6% | +7.0% | -1.4% | +4.5% |
| 3M | +10.5% | +16.3% | -5.7% | +8.2% |
| 6M | +2.6% | +41.3% | -38.7% | -1.8% |
| YTD | -21.7% | +7.1% | -28.8% | -23.0% |
| 1Y | -21.6% | -0.8% | -20.7% | -22.2% |
| 3Y | +57.0% | +85.0% | -28.0% | +42.7% |
| All | +57.0% | +86.2% | -29.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling