-23.2%
ISRG vs GM
+22.2%
-45.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.3% |
| 7D | -6.1% | -3.4% | -2.7% | -5.2% |
| 30D | +4.2% | +2.7% | +1.5% | +3.8% |
| 3M | +9.6% | -0.4% | +10.0% | +9.8% |
| 6M | +1.9% | +13.3% | -11.5% | -1.8% |
| YTD | -22.3% | +6.8% | -29.1% | -24.8% |
| 1Y | -23.2% | +21.1% | -44.3% | -29.1% |
| All | -23.2% | +22.2% | -45.4% | -29.1% |
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