+539.2%
ISRG vs CSX
+415.8%
+123.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -2.0% | +6.0% | -8.0% | -4.8% |
| 30D | +5.6% | +7.8% | -2.3% | +1.7% |
| 3M | +10.5% | +4.1% | +6.5% | +8.1% |
| 6M | +2.6% | +17.9% | -15.3% | -6.4% |
| YTD | -21.7% | +44.9% | -66.6% | -36.3% |
| 1Y | -21.6% | +51.1% | -72.7% | -37.6% |
| 3Y | +57.0% | +78.3% | -21.2% | +11.5% |
| 5Y | +25.0% | +58.1% | -33.1% | -5.5% |
| All | +539.2% | +415.8% | +123.4% | +267.9% |
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 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