+17,983.8%
ISRG vs MCO
+5,544.3%
+12,439.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -1.6% | -4.2% | +2.6% | +0.2% |
| 30D | -2.3% | +2.2% | -4.5% | -3.3% |
| 3M | -12.4% | +10.1% | -22.6% | -16.1% |
| 6M | -26.8% | +5.3% | -32.1% | -28.6% |
| YTD | -35.3% | -2.7% | -32.5% | -35.0% |
| 1Y | -19.3% | -0.4% | -18.9% | -20.1% |
| 3Y | +18.1% | +49.0% | -30.9% | -2.4% |
| 5Y | +2.6% | +33.6% | -31.0% | -10.9% |
| 10Y | +379.4% | +395.3% | -15.9% | +150.3% |
| All | +17,983.8% | +5,544.3% | +12,439.5% | +3,621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling