-1.0%
ISRG vs GRAB
-71.6%
+70.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.3% | +1.8% |
| 7D | -5.0% | -13.9% | +8.9% | -2.9% |
| 30D | -10.2% | -17.2% | +7.0% | -7.7% |
| 3M | -17.2% | -7.9% | -9.3% | -16.1% |
| 6M | -28.4% | -23.2% | -5.2% | -25.7% |
| YTD | -37.6% | -39.1% | +1.4% | -33.2% |
| 1Y | -24.4% | -42.5% | +18.1% | -18.7% |
| 3Y | +18.4% | -18.3% | +36.7% | +20.3% |
| 5Y | -1.0% | -71.7% | +70.8% | -5.2% |
| All | -1.0% | -71.6% | +70.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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