+25.5%
ISRG vs GNRC
-57.0%
+82.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.0% | +7.9% | -9.9% | -3.4% |
| 30D | +5.6% | -3.7% | +9.2% | +5.6% |
| 3M | +10.5% | -11.9% | +22.5% | +11.8% |
| 6M | +2.6% | -28.6% | +31.2% | +6.7% |
| YTD | -21.7% | +39.9% | -61.6% | -31.1% |
| 1Y | -21.6% | +23.4% | -44.9% | -29.2% |
| 3Y | +57.0% | +84.2% | -27.2% | +22.6% |
| All | +25.5% | -57.0% | +82.5% | +26.3% |
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