+69.0%
ISRG vs CSX
+74.3%
-5.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | +4.4% | -2.7% | +7.1% | +5.2% |
| 30D | +15.8% | +7.0% | +8.7% | +13.6% |
| 3M | +24.9% | -0.3% | +25.2% | +24.9% |
| 6M | +3.8% | +13.5% | -9.7% | -0.9% |
| YTD | -17.3% | +41.5% | -58.8% | -27.4% |
| 1Y | -14.6% | +45.8% | -60.4% | -26.0% |
| All | +69.0% | +74.3% | -5.3% | +24.7% |
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