-10.5%
ISRG vs MCO
+9.9%
-20.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +7.0% |
| 7D | +8.5% | +10.7% | -2.2% | +3.6% |
| 30D | +18.6% | +17.9% | +0.7% | +9.9% |
| 3M | +30.9% | +9.5% | +21.4% | +25.2% |
| 6M | +6.6% | +18.1% | -11.5% | -0.6% |
| YTD | -14.9% | +4.1% | -19.0% | -16.7% |
| 1Y | -10.5% | +9.3% | -19.9% | -14.5% |
| All | -10.5% | +9.9% | -20.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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