+55.7%
ISRG vs COR
+80.8%
-25.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | +2.9% | -9.0% | -6.5% |
| 30D | +4.2% | +5.8% | -1.6% | +3.4% |
| 3M | +9.6% | +11.4% | -1.8% | +8.0% |
| 6M | +1.9% | +34.5% | -32.6% | -1.9% |
| YTD | -22.3% | +4.1% | -26.4% | -23.3% |
| 1Y | -23.2% | -3.1% | -20.0% | -23.4% |
| All | +55.7% | +80.8% | -25.1% | +42.2% |
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