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  • ISRG vs CSX✓SelectedUSD · CSXISRG vs CSX performance historyLatest closeAs of-2.82%11/05
Stock and ETF performance explorer

ISRG vs CSX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23,005.1%
CSX return
+6,788.3%
Excess return
+16,216.8%
Maximum drawdown
-82.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCSXExcessAlpha
1D-2.8%-2.3%-0.5%-1.8%
7D+4.4%-2.7%+7.1%+5.7%
30D+15.8%+7.0%+8.7%+12.4%
3M+24.9%-0.3%+25.2%+24.7%
6M+3.8%+13.5%-9.7%-2.5%
YTD-17.3%+41.5%-58.8%-29.7%
1Y-14.6%+45.8%-60.4%-28.4%
3Y+68.2%+74.4%-6.2%+28.6%
5Y+28.4%+53.6%-25.2%+3.9%
10Y+528.0%+465.6%+62.4%+190.0%
All+23,005.1%+6,788.3%+16,216.8%+4,788.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling