+212.6%
GLW vs ISRG
+23.7%
+188.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.3% |
| 7D | -13.9% | +4.8% | -18.7% | -14.9% |
| 30D | -35.0% | +9.2% | -44.2% | -36.4% |
| 3M | -32.4% | +21.2% | -53.5% | -35.8% |
| 6M | -41.3% | +0.2% | -41.6% | -42.2% |
| YTD | +21.8% | -20.1% | +41.9% | +29.1% |
| 1Y | +21.8% | -17.3% | +39.2% | +27.6% |
| 3Y | +307.7% | +63.3% | +244.4% | +234.7% |
| All | +212.6% | +23.7% | +188.9% | +158.4% |
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 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