-19.3%
ISRG vs GD
+13.1%
-32.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.3% |
| 7D | -1.6% | -5.3% | +3.7% | 0.0% |
| 30D | -2.3% | -6.4% | +4.2% | -0.3% |
| 3M | -12.4% | +5.7% | -18.1% | -13.5% |
| 6M | -26.8% | -0.9% | -25.9% | -25.7% |
| YTD | -35.3% | +8.2% | -43.4% | -36.5% |
| 1Y | -19.3% | +13.4% | -32.7% | -22.5% |
| All | -19.3% | +13.1% | -32.5% | -22.5% |
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