-10.5%
ISRG vs GLXY
-57.6%
+47.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -17.0% | +26.4% | +9.5% |
| 7D | +8.5% | -26.8% | +35.4% | +8.9% |
| 30D | +18.6% | -38.3% | +56.9% | +19.8% |
| 3M | +30.9% | -36.9% | +67.8% | +31.6% |
| 6M | +6.6% | -52.1% | +58.7% | +8.1% |
| YTD | -14.9% | -37.5% | +22.6% | -15.9% |
| 1Y | -10.5% | -55.2% | +44.7% | -9.0% |
| All | -10.5% | -57.6% | +47.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling