+19.2%
ISRG vs MCK
+112.2%
-92.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.2% |
| 7D | -2.5% | -4.4% | +1.9% | -2.0% |
| 30D | -10.2% | -2.2% | -7.9% | -9.9% |
| 3M | -12.5% | +11.6% | -24.1% | -13.8% |
| 6M | -25.8% | -4.9% | -20.9% | -25.7% |
| YTD | -36.4% | +7.7% | -44.1% | -37.2% |
| 1Y | -19.9% | +25.2% | -45.1% | -22.4% |
| All | +19.2% | +112.2% | -92.9% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling