-10.5%
ISRG vs MAR
+62.0%
-72.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.3% | +8.7% |
| 7D | +8.5% | +7.7% | +0.8% | +6.1% |
| 30D | +18.6% | +19.4% | -0.8% | +12.0% |
| 3M | +30.9% | +23.3% | +7.6% | +22.0% |
| 6M | +6.6% | +22.8% | -16.3% | -1.1% |
| YTD | -14.9% | +37.8% | -52.6% | -25.1% |
| 1Y | -10.5% | +57.4% | -67.9% | -26.4% |
| All | -10.5% | +62.0% | -72.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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