-0.9%
ISRG vs CORZ
+222.3%
-223.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +8.4% | -9.9% | -2.2% |
| 30D | -2.3% | -17.8% | +15.6% | -1.0% |
| 3M | -12.4% | -35.9% | +23.5% | -10.1% |
| 6M | -26.8% | +12.9% | -39.8% | -28.9% |
| YTD | -35.3% | +22.9% | -58.1% | -37.7% |
| 1Y | -19.3% | +31.4% | -50.7% | -23.8% |
| All | -0.9% | +222.3% | -223.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling