-10.5%
ISRG vs GNRC
+17.5%
-28.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.5% | +18.9% | +8.9% |
| 7D | +8.5% | -6.0% | +14.5% | +8.2% |
| 30D | +18.6% | -12.0% | +30.6% | +18.1% |
| 3M | +30.9% | -13.4% | +44.3% | +30.4% |
| 6M | +6.6% | -26.4% | +32.9% | +5.7% |
| YTD | -14.9% | +38.8% | -53.7% | -19.9% |
| 1Y | -10.5% | +20.9% | -31.4% | -14.1% |
| All | -10.5% | +17.5% | -28.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling