+356.0%
ISRG vs GE
+151.9%
+204.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.3% |
| 7D | -5.2% | +1.2% | -6.3% | -5.5% |
| 30D | -7.6% | -9.5% | +1.9% | -4.8% |
| 3M | -16.4% | +4.1% | -20.5% | -17.7% |
| 6M | -28.6% | +3.9% | -32.5% | -30.0% |
| YTD | -38.2% | +9.0% | -47.2% | -40.6% |
| 1Y | -25.5% | +21.9% | -47.4% | -31.1% |
| 3Y | +17.4% | +281.8% | -264.4% | -24.6% |
| 5Y | -3.0% | +436.7% | -439.7% | -44.6% |
| 10Y | +356.0% | +151.5% | +204.4% | +143.2% |
| All | +356.0% | +151.9% | +204.1% | +143.2% |
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