+17.4%
ISRG vs GM
+171.2%
-153.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -7.6% | -1.8% | -5.7% | -7.2% |
| 3M | -16.4% | +2.6% | -19.0% | -16.9% |
| 6M | -28.6% | +14.6% | -43.1% | -30.7% |
| YTD | -38.2% | +6.2% | -44.4% | -39.3% |
| 1Y | -25.5% | +48.7% | -74.2% | -31.8% |
| 3Y | +17.4% | +168.3% | -150.9% | -2.6% |
| All | +17.4% | +171.2% | -153.8% | -2.6% |
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