+18.9%
ISRG vs CORZ
+159.1%
-140.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -6.1% | +26.4% | -32.5% | -7.5% |
| 30D | +4.2% | -6.8% | +11.0% | +4.3% |
| 3M | +9.6% | -31.1% | +40.7% | +11.8% |
| 6M | +1.9% | -36.9% | +38.8% | +3.6% |
| YTD | -22.3% | -1.2% | -21.1% | -24.6% |
| 1Y | -23.2% | -12.5% | -10.6% | -24.8% |
| All | +18.9% | +159.1% | -140.2% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling