+23.9%
ISRG vs GAP
+5.0%
+18.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -2.6% |
| 7D | +4.8% | -3.8% | +8.6% | +5.6% |
| 30D | +9.2% | -9.0% | +18.3% | +11.0% |
| 3M | +21.2% | +5.5% | +15.7% | +19.8% |
| 6M | +0.2% | -11.1% | +11.3% | +1.5% |
| YTD | -20.1% | -13.6% | -6.5% | -19.1% |
| 1Y | -17.3% | -2.9% | -14.5% | -18.1% |
| 3Y | +63.3% | +69.6% | -6.3% | +37.2% |
| All | +23.9% | +5.0% | +18.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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