+2.0%
ISRG vs GSK
+48.0%
-46.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -2.3% | -2.2% | -0.1% | -1.7% |
| 3M | -12.4% | -1.8% | -10.6% | -12.0% |
| 6M | -26.8% | -10.6% | -16.2% | -24.9% |
| YTD | -35.3% | +4.4% | -39.7% | -36.0% |
| 1Y | -19.3% | +30.4% | -49.7% | -24.7% |
| 3Y | +18.1% | +60.1% | -41.9% | +1.8% |
| All | +2.0% | +48.0% | -46.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling