+376.2%
ISRG vs CSX
+504.4%
-128.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -1.6% | -3.4% | +1.8% | 0.0% |
| 30D | -2.3% | -3.1% | +0.8% | -0.8% |
| 3M | -12.4% | +7.2% | -19.6% | -15.9% |
| 6M | -26.8% | +16.2% | -43.0% | -32.9% |
| YTD | -35.3% | +37.5% | -72.8% | -45.6% |
| 1Y | -19.3% | +53.2% | -72.6% | -36.1% |
| 3Y | +18.1% | +68.2% | -50.1% | -13.0% |
| 5Y | +2.6% | +65.2% | -62.6% | -23.4% |
| All | +376.2% | +504.4% | -128.2% | +174.4% |
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