+57.0%
ISRG vs GNRC
+86.4%
-29.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -2.0% | +7.9% | -9.9% | -2.6% |
| 30D | +5.6% | -3.7% | +9.2% | +5.5% |
| 3M | +10.5% | -11.9% | +22.5% | +11.3% |
| 6M | +2.6% | -28.6% | +31.2% | +5.0% |
| YTD | -21.7% | +39.9% | -61.6% | -29.6% |
| 1Y | -21.6% | +23.4% | -44.9% | -27.9% |
| 3Y | +57.0% | +84.2% | -27.2% | +19.7% |
| All | +57.0% | +86.4% | -29.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling