-17.3%
ISRG vs GLXY
-58.3%
+41.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -3.4% |
| 7D | +4.8% | -14.6% | +19.4% | +4.8% |
| 30D | +9.2% | -36.2% | +45.4% | +10.1% |
| 3M | +21.2% | -30.1% | +51.3% | +21.3% |
| 6M | +0.2% | -56.1% | +56.3% | +2.2% |
| YTD | -20.1% | -38.9% | +18.9% | -20.9% |
| 1Y | -17.3% | -55.0% | +37.7% | -16.5% |
| All | -17.3% | -58.3% | +41.0% | -16.5% |
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