+537.3%
ISRG vs GE
+162.3%
+375.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.1% | +5.4% | -3.3% | +0.5% |
| 30D | +6.2% | +9.6% | -3.5% | +3.1% |
| 3M | +14.4% | -7.7% | +22.1% | +16.8% |
| 6M | 0.0% | +14.0% | -14.0% | -4.7% |
| YTD | -20.5% | +10.2% | -30.7% | -24.1% |
| 1Y | -21.9% | +8.9% | -30.8% | -25.2% |
| 3Y | +62.2% | +273.7% | -211.5% | +4.6% |
| 5Y | +25.2% | +410.2% | -385.0% | -27.9% |
| 10Y | +537.3% | +157.4% | +379.9% | +224.8% |
| All | +537.3% | +162.3% | +375.1% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling