+837.6%
GLW vs ISRG
+358.2%
+479.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.5% | +12.1% | +9.3% |
| 7D | +14.0% | -5.2% | +19.2% | +16.1% |
| 30D | +0.4% | -7.6% | +7.9% | +2.9% |
| 3M | -11.3% | -16.4% | +5.0% | -7.0% |
| 6M | +35.1% | -28.6% | +63.6% | +49.9% |
| YTD | +90.5% | -38.2% | +128.7% | +124.7% |
| 1Y | +132.0% | -25.5% | +157.5% | +149.0% |
| 3Y | +463.3% | +17.4% | +445.9% | +375.8% |
| 5Y | +382.5% | -3.0% | +385.5% | +327.2% |
| 10Y | +837.6% | +356.0% | +481.7% | +331.6% |
| All | +837.6% | +358.2% | +479.5% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling