+7.7%
ISRG vs MCK
+345.1%
-337.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -8.0% | +0.4% | -8.4% | -8.1% |
| 3M | -10.6% | +12.1% | -22.7% | -12.9% |
| 6M | -25.1% | -5.4% | -19.7% | -24.6% |
| YTD | -34.8% | +7.8% | -42.6% | -36.4% |
| 1Y | -19.0% | +22.9% | -42.0% | -23.5% |
| 3Y | +22.1% | +110.7% | -88.6% | -3.7% |
| All | +7.7% | +345.1% | -337.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling