-10.5%
ISRG vs GWW
+55.5%
-66.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.8% | +7.4% |
| 7D | +8.5% | +11.1% | -2.5% | +5.7% |
| 30D | +18.6% | +15.7% | +2.9% | +14.5% |
| 3M | +30.9% | +14.8% | +16.2% | +26.6% |
| 6M | +6.6% | +30.9% | -24.3% | +1.9% |
| YTD | -14.9% | +48.5% | -63.3% | -19.3% |
| 1Y | -10.5% | +57.1% | -67.6% | -16.3% |
| All | -10.5% | +55.5% | -66.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling