+59.1%
ISRG vs GM
+242.7%
-183.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -6.8% | -3.8% | -2.9% | -6.0% |
| 30D | +5.1% | +7.9% | -2.8% | +3.4% |
| 3M | +12.0% | -0.3% | +12.3% | +11.9% |
| 6M | +7.0% | +18.6% | -11.6% | +2.9% |
| YTD | -20.6% | +10.0% | -30.7% | -22.8% |
| 1Y | -21.4% | +25.9% | -47.3% | -25.6% |
| All | +59.1% | +242.7% | -183.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling