+19.2%
ISRG vs GWRE
+49.2%
-30.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.4% |
| 7D | -2.5% | -30.9% | +28.4% | +5.1% |
| 30D | -10.2% | -20.7% | +10.5% | -6.4% |
| 3M | -12.5% | +20.2% | -32.7% | -17.8% |
| 6M | -25.8% | -11.9% | -14.0% | -26.0% |
| YTD | -36.4% | -30.3% | -6.0% | -32.5% |
| 1Y | -19.9% | -44.6% | +24.7% | -9.3% |
| All | +19.2% | +49.2% | -30.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling