+2.0%
ISRG vs GRMN
+75.1%
-73.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | -2.9% | +1.3% | -0.5% |
| 30D | -2.3% | -8.4% | +6.2% | +1.1% |
| 3M | -12.4% | +15.0% | -27.4% | -17.9% |
| 6M | -26.8% | +11.2% | -38.0% | -30.8% |
| YTD | -35.3% | +37.7% | -73.0% | -44.3% |
| 1Y | -19.3% | +18.5% | -37.8% | -26.4% |
| 3Y | +18.1% | +175.8% | -157.7% | -36.9% |
| All | +2.0% | +75.1% | -73.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling