+23.9%
ISRG vs GD
+94.5%
-70.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.1% |
| 7D | +4.8% | -5.0% | +9.8% | +7.1% |
| 30D | +9.2% | +8.9% | +0.3% | +4.9% |
| 3M | +21.2% | -8.0% | +29.2% | +25.5% |
| 6M | +0.2% | +2.9% | -2.7% | -1.4% |
| YTD | -20.1% | +7.1% | -27.1% | -23.3% |
| 1Y | -17.3% | +5.9% | -23.3% | -20.3% |
| 3Y | +63.3% | +53.9% | +9.5% | +24.9% |
| All | +23.9% | +94.5% | -70.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling