-10.5%
ISRG vs GD
+9.0%
-19.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.6% | +12.0% | +10.0% |
| 7D | +8.5% | +3.0% | +5.6% | +7.4% |
| 30D | +18.6% | +10.5% | +8.1% | +15.1% |
| 3M | +30.9% | -5.0% | +35.9% | +32.5% |
| 6M | +6.6% | +5.5% | +1.1% | +4.8% |
| YTD | -14.9% | +10.3% | -25.2% | -17.3% |
| 1Y | -10.5% | +8.2% | -18.7% | -11.7% |
| All | -10.5% | +9.0% | -19.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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