+21.8%
GLW vs ISRG
-17.2%
+39.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.8% |
| 7D | -13.9% | +4.8% | -18.7% | -12.5% |
| 30D | -35.0% | +9.2% | -44.2% | -33.1% |
| 3M | -32.4% | +21.2% | -53.5% | -28.4% |
| 6M | -41.3% | +0.2% | -41.6% | -37.2% |
| YTD | +21.8% | -20.1% | +41.9% | +36.7% |
| 1Y | +21.8% | -17.3% | +39.2% | +32.6% |
| All | +21.8% | -17.2% | +39.1% | +32.6% |
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 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