+18,104.7%
ISRG vs GILD
+10,437.3%
+7,667.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +0.7% | -4.8% | +5.5% | +2.2% |
| 30D | -8.0% | +5.8% | -13.8% | -9.6% |
| 3M | -10.6% | +14.9% | -25.5% | -14.3% |
| 6M | -25.1% | -0.4% | -24.7% | -25.2% |
| YTD | -34.8% | +18.5% | -53.4% | -38.4% |
| 1Y | -19.0% | +25.1% | -44.1% | -24.9% |
| 3Y | +22.1% | +105.9% | -83.8% | -4.3% |
| 5Y | +8.2% | +143.0% | -134.8% | -19.9% |
| 10Y | +391.3% | +162.4% | +228.9% | +246.5% |
| All | +18,104.7% | +10,437.3% | +7,667.4% | +4,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling