+5.7%
ISRG vs GWRE
+14.4%
-8.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.5% |
| 7D | -2.5% | -30.9% | +28.4% | +8.6% |
| 30D | -10.2% | -20.7% | +10.5% | -4.8% |
| 3M | -12.5% | +20.2% | -32.7% | -20.1% |
| 6M | -25.8% | -11.9% | -14.0% | -26.2% |
| YTD | -36.4% | -30.3% | -6.0% | -31.1% |
| 1Y | -19.9% | -44.6% | +24.7% | -5.3% |
| 3Y | +20.9% | +48.8% | -27.9% | -15.2% |
| 5Y | +5.7% | +14.8% | -9.1% | -13.3% |
| All | +5.7% | +14.4% | -8.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling