+386.2%
ISRG vs GWRE
+131.0%
+255.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +0.7% | -13.2% | +13.9% | +6.2% |
| 30D | -8.0% | -18.6% | +10.6% | -2.3% |
| 3M | -10.6% | +18.9% | -29.5% | -19.3% |
| 6M | -25.1% | -11.0% | -14.2% | -26.1% |
| YTD | -34.8% | -29.9% | -4.9% | -29.3% |
| 1Y | -19.0% | -44.3% | +25.3% | -3.1% |
| 3Y | +22.1% | +51.7% | -29.6% | -15.6% |
| 5Y | +8.2% | +15.4% | -7.2% | -16.8% |
| All | +386.2% | +131.0% | +255.2% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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