+17,983.8%
ISRG vs COR
+7,127.2%
+10,856.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -2.5% |
| 30D | -2.3% | +4.5% | -6.8% | -3.8% |
| 3M | -12.4% | +22.7% | -35.1% | -18.4% |
| 6M | -26.8% | -9.7% | -17.1% | -25.1% |
| YTD | -35.3% | -1.4% | -33.8% | -35.9% |
| 1Y | -19.3% | +13.9% | -33.3% | -24.2% |
| 3Y | +18.1% | +94.0% | -75.8% | -9.0% |
| 5Y | +2.6% | +184.0% | -181.4% | -30.9% |
| 10Y | +379.4% | +406.8% | -27.3% | +152.5% |
| All | +17,983.8% | +7,127.2% | +10,856.6% | +5,404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling