+900.8%
ISRG vs GNRC
+2,087.1%
-1,186.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.4% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -2.3% | -13.8% | +11.6% | +0.8% |
| 3M | -12.4% | -32.6% | +20.2% | -5.7% |
| 6M | -26.8% | -15.2% | -11.6% | -26.0% |
| YTD | -35.3% | +37.4% | -72.6% | -42.1% |
| 1Y | -19.3% | +5.1% | -24.5% | -23.9% |
| 3Y | +18.1% | +57.5% | -39.4% | -2.2% |
| 5Y | +2.6% | -58.7% | +61.4% | +9.9% |
| 10Y | +379.4% | +395.5% | -16.1% | +185.6% |
| All | +900.8% | +2,087.1% | -1,186.3% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling