+1,455.2%
ISRG vs GM
+242.9%
+1,212.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -6.8% | -3.8% | -2.9% | -5.6% |
| 30D | +5.1% | +7.9% | -2.8% | +2.5% |
| 3M | +12.0% | -0.3% | +12.3% | +11.6% |
| 6M | +7.0% | +18.6% | -11.6% | +0.7% |
| YTD | -20.6% | +10.0% | -30.7% | -23.9% |
| 1Y | -21.4% | +25.9% | -47.3% | -27.9% |
| 3Y | +62.0% | +241.2% | -179.2% | +4.0% |
| 5Y | +28.1% | +50.0% | -21.9% | +4.2% |
| 10Y | +550.7% | +215.1% | +335.6% | +275.2% |
| All | +1,455.2% | +242.9% | +1,212.4% | +703.9% |
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 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