+547.7%
ISRG vs GSK
+103.7%
+444.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -6.8% | -1.1% | -5.7% | -6.3% |
| 30D | +5.1% | +7.8% | -2.7% | +1.9% |
| 3M | +12.0% | +0.3% | +11.7% | +11.8% |
| 6M | +7.0% | +3.4% | +3.6% | +5.5% |
| YTD | -20.6% | +5.9% | -26.5% | -23.0% |
| 1Y | -21.4% | +8.2% | -29.7% | -24.5% |
| 3Y | +62.0% | +65.3% | -3.3% | +24.2% |
| 5Y | +28.1% | +43.3% | -15.2% | +3.5% |
| All | +547.7% | +103.7% | +444.0% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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