+533.8%
ISRG vs GM
+206.8%
+327.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.2% |
| 7D | -6.1% | -3.4% | -2.7% | -5.1% |
| 30D | +4.2% | +2.7% | +1.5% | +3.2% |
| 3M | +9.6% | -0.4% | +10.0% | +9.2% |
| 6M | +1.9% | +13.3% | -11.5% | -2.9% |
| YTD | -22.3% | +6.8% | -29.1% | -24.9% |
| 1Y | -23.2% | +21.1% | -44.3% | -28.7% |
| 3Y | +58.5% | +231.0% | -172.5% | +0.8% |
| 5Y | +23.9% | +41.9% | -18.0% | +1.9% |
| All | +533.8% | +206.8% | +327.1% | +275.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling