+21,208.2%
ISRG vs GRMN
+6,890.4%
+14,317.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | +4.7% | +0.1% | +3.4% |
| 30D | +9.2% | +3.4% | +5.8% | +8.1% |
| 3M | +21.2% | -5.0% | +26.2% | +23.0% |
| 6M | +0.2% | +18.6% | -18.3% | -5.7% |
| YTD | -20.1% | +42.5% | -62.5% | -29.2% |
| 1Y | -17.3% | +42.3% | -59.7% | -26.9% |
| 3Y | +63.3% | +158.5% | -95.2% | +16.8% |
| 5Y | +24.1% | +123.6% | -99.5% | -7.4% |
| 10Y | +507.0% | +682.5% | -175.5% | +220.7% |
| All | +21,208.2% | +6,890.4% | +14,317.8% | +6,032.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling