+83.1%
KO vs ISRG
+0.3%
+82.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.8% |
| 30D | +1.6% | -10.2% | +11.7% | +2.7% |
| 3M | +5.8% | -12.5% | +18.3% | +7.1% |
| 6M | +14.3% | -25.8% | +40.1% | +17.5% |
| YTD | +27.3% | -36.4% | +63.7% | +33.1% |
| 1Y | +33.2% | -19.9% | +53.1% | +35.1% |
| 3Y | +64.5% | +20.9% | +43.6% | +52.5% |
| 5Y | +83.1% | +5.7% | +77.5% | +66.8% |
| All | +83.1% | +0.3% | +82.9% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling