+19.2%
ISRG vs CSX
+68.2%
-49.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.6% | -3.4% | +1.8% | -0.6% |
| 30D | -2.3% | -3.1% | +0.8% | -1.4% |
| 3M | -12.4% | +7.2% | -19.6% | -14.8% |
| 6M | -26.8% | +16.2% | -43.0% | -31.0% |
| YTD | -35.3% | +37.5% | -72.8% | -42.7% |
| 1Y | -19.3% | +53.2% | -72.6% | -31.8% |
| All | +19.2% | +68.2% | -49.1% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling