-21.3%
ISRG vs GLXY
-38.8%
+17.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +0.8% |
| 7D | -2.0% | +5.3% | -7.3% | -2.0% |
| 30D | +5.6% | -19.8% | +25.4% | +5.6% |
| 3M | +10.5% | -31.4% | +41.9% | +10.7% |
| 6M | +2.6% | -53.3% | +55.9% | +3.5% |
| YTD | -21.7% | -35.7% | +14.0% | -21.9% |
| 1Y | -21.6% | -47.2% | +25.7% | -22.0% |
| All | -21.3% | -38.8% | +17.5% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling