+1,168.7%
ISRG vs GM
+238.5%
+930.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | -2.3% | -1.4% | -0.9% | -1.9% |
| 3M | -12.4% | +5.9% | -18.3% | -14.1% |
| 6M | -26.8% | +12.4% | -39.2% | -29.7% |
| YTD | -35.3% | +8.6% | -43.9% | -37.5% |
| 1Y | -19.3% | +52.6% | -71.9% | -30.3% |
| 3Y | +18.1% | +169.7% | -151.5% | -17.9% |
| 5Y | +2.6% | +87.5% | -84.9% | -22.2% |
| 10Y | +379.4% | +233.0% | +146.5% | +172.6% |
| All | +1,168.7% | +238.5% | +930.2% | +561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling