+134.7%
GLW vs ISRG
-24.8%
+159.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.7% |
| 7D | +16.9% | -5.0% | +21.9% | +16.0% |
| 30D | +7.0% | -10.2% | +17.2% | +5.4% |
| 3M | -3.0% | -17.2% | +14.2% | -4.1% |
| 6M | +31.0% | -28.4% | +59.4% | +31.2% |
| YTD | +93.4% | -37.6% | +131.0% | +93.9% |
| 1Y | +134.7% | -24.4% | +159.2% | +138.0% |
| All | +134.7% | -24.8% | +159.6% | +138.0% |
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