+591.6%
ISRG vs GWRE
+793.8%
-202.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.8% | +3.3% | -2.0% |
| 7D | -5.2% | -25.6% | +20.4% | +3.2% |
| 30D | -7.6% | -12.2% | +4.6% | -4.9% |
| 3M | -16.4% | +17.7% | -34.1% | -22.6% |
| 6M | -28.6% | -11.3% | -17.2% | -28.9% |
| YTD | -38.2% | -25.5% | -12.7% | -35.1% |
| 1Y | -25.5% | -42.8% | +17.3% | -14.6% |
| 3Y | +17.4% | +59.0% | -41.6% | -10.4% |
| 5Y | -3.0% | +21.6% | -24.6% | -20.9% |
| 10Y | +356.0% | +139.2% | +216.8% | +207.0% |
| All | +591.6% | +793.8% | -202.2% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling