+17,168.2%
ISRG vs MCK
+4,851.1%
+12,317.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.7% |
| 7D | -5.2% | -1.9% | -3.2% | -4.4% |
| 30D | -7.6% | +2.4% | -9.9% | -8.5% |
| 3M | -16.4% | +16.1% | -32.5% | -21.3% |
| 6M | -28.6% | -3.1% | -25.5% | -28.2% |
| YTD | -38.2% | +8.7% | -46.9% | -41.1% |
| 1Y | -25.5% | +28.1% | -53.6% | -33.6% |
| 3Y | +17.4% | +114.1% | -96.7% | -16.7% |
| 5Y | -3.0% | +342.5% | -345.5% | -49.3% |
| 10Y | +356.0% | +424.1% | -68.2% | +106.5% |
| All | +17,168.2% | +4,851.1% | +12,317.1% | +2,434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling