-10.5%
ISRG vs CSX
+48.0%
-58.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +9.2% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +18.6% | +9.7% | +8.9% | +18.4% |
| 3M | +30.9% | +2.3% | +28.6% | +30.9% |
| 6M | +6.6% | +17.1% | -10.5% | +4.8% |
| YTD | -14.9% | +44.9% | -59.8% | -16.5% |
| 1Y | -10.5% | +47.1% | -57.6% | -12.9% |
| All | -10.5% | +48.0% | -58.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling