+43.2%
KO vs ISRG
-11.6%
+54.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.3% | +0.2% |
| 7D | +4.4% | +8.5% | -4.1% | +3.6% |
| 30D | +10.7% | +18.6% | -7.9% | +8.9% |
| 3M | +11.3% | +30.9% | -19.6% | +8.4% |
| 6M | +24.0% | +6.6% | +17.5% | +20.9% |
| YTD | +39.7% | -14.9% | +54.6% | +35.4% |
| 1Y | +43.2% | -10.5% | +53.8% | +38.0% |
| All | +43.2% | -11.6% | +54.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling