-21.4%
ISRG vs GD
+4.2%
-25.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | +4.8% | -5.0% | +9.8% | +5.9% |
| 30D | +9.2% | +8.9% | +0.3% | +6.4% |
| 3M | +21.2% | -8.0% | +29.2% | +23.5% |
| 6M | +0.2% | +2.9% | -2.7% | -0.7% |
| YTD | -20.1% | +7.1% | -27.1% | -21.4% |
| All | -21.4% | +4.2% | -25.6% | -21.2% |
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