+21.5%
ISRG vs CORZ
+162.5%
-141.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -0.8% |
| 7D | -6.8% | +14.2% | -20.9% | -7.6% |
| 30D | +5.1% | -3.0% | +8.1% | +4.9% |
| 3M | +12.0% | -26.3% | +38.3% | +13.7% |
| 6M | +7.0% | -36.5% | +43.5% | +8.8% |
| YTD | -20.6% | +0.1% | -20.7% | -23.0% |
| 1Y | -21.4% | -15.9% | -5.6% | -22.8% |
| All | +21.5% | +162.5% | -141.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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