-10.5%
ISRG vs MCK
+31.3%
-41.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.0% | +2.4% | +8.1% |
| 7D | +8.5% | +11.3% | -2.8% | +6.6% |
| 30D | +18.6% | +16.8% | +1.8% | +15.8% |
| 3M | +30.9% | +28.9% | +2.0% | +26.3% |
| 6M | +6.6% | +32.7% | -26.1% | +1.8% |
| YTD | -14.9% | +30.8% | -45.6% | -18.2% |
| 1Y | -10.5% | +27.6% | -38.1% | -13.6% |
| All | -10.5% | +31.3% | -41.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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