+1,434.7%
ISRG vs GM
+231.7%
+1,203.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +5.6% | +3.6% | +2.0% | +4.2% |
| 3M | +10.5% | -0.2% | +10.8% | +10.1% |
| 6M | +2.6% | +13.9% | -11.3% | -2.2% |
| YTD | -21.7% | +6.5% | -28.1% | -24.2% |
| 1Y | -21.6% | +20.7% | -42.2% | -27.0% |
| 3Y | +57.0% | +229.5% | -172.4% | +1.9% |
| 5Y | +25.0% | +41.5% | -16.5% | +3.5% |
| 10Y | +542.1% | +204.8% | +337.3% | +274.1% |
| All | +1,434.7% | +231.7% | +1,203.0% | +701.5% |
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