-10.5%
ISRG vs GM
+37.1%
-47.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.6% | +4.8% | +8.2% |
| 7D | +8.5% | +12.1% | -3.5% | +5.7% |
| 30D | +18.6% | +15.2% | +3.4% | +14.4% |
| 3M | +30.9% | +4.9% | +26.0% | +29.3% |
| 6M | +6.6% | +22.6% | -16.0% | +0.6% |
| YTD | -14.9% | +14.4% | -29.3% | -19.0% |
| 1Y | -10.5% | +39.4% | -49.9% | -24.3% |
| All | -10.5% | +37.1% | -47.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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