-19.0%
ISRG vs GM
+50.1%
-69.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -8.0% | -1.1% | -6.9% | -7.8% |
| 3M | -10.6% | +6.1% | -16.7% | -12.0% |
| 6M | -25.1% | +15.0% | -40.1% | -27.3% |
| YTD | -34.8% | +6.0% | -40.8% | -36.2% |
| 1Y | -19.0% | +47.1% | -66.1% | -23.9% |
| All | -19.0% | +50.1% | -69.1% | -23.9% |
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