-1.0%
ISRG vs GNRC
-58.2%
+57.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.3% |
| 7D | -5.0% | +3.2% | -8.2% | -5.6% |
| 30D | -10.2% | -9.5% | -0.7% | -8.6% |
| 3M | -17.2% | -28.5% | +11.4% | -12.6% |
| 6M | -28.4% | -10.0% | -18.5% | -28.9% |
| YTD | -37.6% | +36.7% | -74.4% | -44.2% |
| 1Y | -24.4% | +2.6% | -27.0% | -28.4% |
| 3Y | +18.4% | +61.9% | -43.5% | -3.5% |
| 5Y | -1.0% | -59.0% | +58.1% | +3.5% |
| All | -1.0% | -58.2% | +57.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling