+62.9%
KO vs ISRG
+20.2%
+42.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | +1.6% | -10.2% | +11.7% | +2.1% |
| 3M | +5.8% | -12.5% | +18.3% | +6.3% |
| 6M | +14.3% | -25.8% | +40.1% | +15.3% |
| YTD | +27.3% | -36.4% | +63.7% | +29.1% |
| 1Y | +33.2% | -19.9% | +53.1% | +33.6% |
| All | +62.9% | +20.2% | +42.8% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling