+49.9%
ISRG vs GRAB
-71.2%
+121.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -5.3% | +3.7% | -0.9% |
| 30D | -2.3% | -8.6% | +6.3% | -1.1% |
| 3M | -12.4% | -1.2% | -11.3% | -12.3% |
| 6M | -26.8% | -16.6% | -10.2% | -25.1% |
| YTD | -35.3% | -31.5% | -3.8% | -32.1% |
| 1Y | -19.3% | -32.3% | +13.0% | -15.5% |
| 3Y | +18.1% | -10.7% | +28.8% | +18.4% |
| 5Y | +2.6% | -67.9% | +70.5% | +0.6% |
| All | +49.9% | -71.2% | +121.2% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling