+500.7%
ISRG vs CSX
+440.0%
+60.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.7% |
| 7D | +4.8% | -5.5% | +10.3% | +7.8% |
| 30D | +9.2% | +4.9% | +4.3% | +6.7% |
| 3M | +21.2% | -2.9% | +24.0% | +22.6% |
| 6M | +0.2% | +8.3% | -8.1% | -4.6% |
| YTD | -20.1% | +36.7% | -56.8% | -32.9% |
| 1Y | -17.3% | +41.5% | -58.8% | -31.9% |
| 3Y | +63.3% | +68.6% | -5.3% | +19.8% |
| 5Y | +24.1% | +48.4% | -24.4% | -2.8% |
| All | +500.7% | +440.0% | +60.7% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling