-41.3%
GLW vs ISRG
+0.3%
-41.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.0% |
| 7D | -13.9% | +4.8% | -18.7% | -11.4% |
| 30D | -35.0% | +9.2% | -44.2% | -31.4% |
| 3M | -32.4% | +21.2% | -53.5% | -24.1% |
| 6M | -41.3% | +0.2% | -41.6% | -41.4% |
| All | -41.3% | +0.3% | -41.6% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling