+356.0%
ISRG vs GSK
+76.8%
+279.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.4% |
| 7D | -5.2% | -4.2% | -1.0% | -3.5% |
| 30D | -7.6% | -7.5% | 0.0% | -4.6% |
| 3M | -16.4% | -3.3% | -13.1% | -15.2% |
| 6M | -28.6% | -9.3% | -19.2% | -25.8% |
| YTD | -38.2% | +1.6% | -39.8% | -38.9% |
| 1Y | -25.5% | +25.5% | -51.0% | -32.9% |
| 3Y | +17.4% | +49.3% | -31.8% | -5.6% |
| 5Y | -3.0% | +46.7% | -49.6% | -23.3% |
| 10Y | +356.0% | +76.8% | +279.2% | +232.5% |
| All | +356.0% | +76.8% | +279.2% | +232.5% |
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