+17,983.8%
ISRG vs CSX
+6,595.9%
+11,387.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | -1.6% | -3.4% | +1.8% | -0.2% |
| 30D | -2.3% | -3.1% | +0.8% | -1.0% |
| 3M | -12.4% | +7.2% | -19.6% | -15.4% |
| 6M | -26.8% | +16.2% | -43.0% | -32.0% |
| YTD | -35.3% | +37.5% | -72.8% | -44.2% |
| 1Y | -19.3% | +53.2% | -72.6% | -33.8% |
| 3Y | +18.1% | +68.2% | -50.1% | -8.3% |
| 5Y | +2.6% | +65.2% | -62.6% | -19.3% |
| 10Y | +379.4% | +504.1% | -124.7% | +115.9% |
| All | +17,983.8% | +6,595.9% | +11,387.9% | +3,778.5% |
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