+17.4%
ISRG vs MDY
+51.1%
-33.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.0% |
| 7D | -5.2% | +1.0% | -6.2% | -5.9% |
| 30D | -7.6% | -3.1% | -4.4% | -5.2% |
| 3M | -16.4% | +1.8% | -18.2% | -17.6% |
| 6M | -28.6% | +10.8% | -39.4% | -34.5% |
| YTD | -38.2% | +14.4% | -52.6% | -44.9% |
| 1Y | -25.5% | +15.2% | -40.7% | -34.1% |
| 3Y | +17.4% | +51.2% | -33.8% | -17.7% |
| All | +17.4% | +51.1% | -33.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling