+356.0%
ISRG vs GRMN
+633.1%
-277.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -7.6% | -11.3% | +3.8% | -2.1% |
| 3M | -16.4% | +17.7% | -34.1% | -23.7% |
| 6M | -28.6% | +14.2% | -42.7% | -34.2% |
| YTD | -38.2% | +37.0% | -75.2% | -48.5% |
| 1Y | -25.5% | +17.0% | -42.5% | -33.2% |
| 3Y | +17.4% | +183.2% | -165.8% | -41.6% |
| 5Y | -3.0% | +77.3% | -80.2% | -36.7% |
| 10Y | +356.0% | +630.9% | -274.9% | +44.3% |
| All | +356.0% | +633.1% | -277.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling