-25.5%
ISRG vs MAR
+25.0%
-50.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.7% |
| 7D | -5.2% | -1.7% | -3.4% | -4.6% |
| 30D | -7.6% | -6.9% | -0.7% | -5.4% |
| 3M | -16.4% | -15.8% | -0.5% | -11.5% |
| 6M | -28.6% | +1.9% | -30.5% | -30.0% |
| YTD | -38.2% | +6.6% | -44.8% | -40.7% |
| 1Y | -25.5% | +23.7% | -49.2% | -33.1% |
| All | -25.5% | +25.0% | -50.5% | -33.1% |
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