+22.1%
ISRG vs GILD
+108.6%
-86.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +0.7% | -4.8% | +5.5% | +1.5% |
| 30D | -8.0% | +5.8% | -13.8% | -8.8% |
| 3M | -10.6% | +14.9% | -25.5% | -12.5% |
| 6M | -25.1% | -0.4% | -24.7% | -25.4% |
| YTD | -34.8% | +18.5% | -53.4% | -36.4% |
| 1Y | -19.0% | +25.1% | -44.1% | -21.7% |
| 3Y | +22.1% | +105.9% | -83.8% | +12.0% |
| All | +22.1% | +108.6% | -86.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 3y: compounded portfolio wealth divided by compounded GILD 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…
3y analysis · Full analysis span regression · 6 months rolling