-20.9%
ISRG vs MCO
-7.2%
-13.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.6% |
| 7D | -2.5% | -7.3% | +4.8% | +0.3% |
| 30D | -10.2% | -1.7% | -8.5% | -9.7% |
| 3M | -12.5% | +3.9% | -16.4% | -12.9% |
| 6M | -25.8% | +3.8% | -29.6% | -26.3% |
| YTD | -36.4% | -7.9% | -28.5% | -35.2% |
| All | -20.9% | -7.2% | -13.7% | -19.8% |
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