+22,612.5%
ISRG vs MDY
+912.0%
+21,700.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | -1.2% |
| 7D | +5.4% | +0.7% | +4.7% | +4.7% |
| 30D | +8.6% | +1.3% | +7.3% | +7.2% |
| 3M | +21.6% | -4.1% | +25.7% | +26.0% |
| 6M | +2.3% | +1.0% | +1.3% | +0.9% |
| YTD | -18.7% | +13.3% | -32.0% | -28.1% |
| 1Y | -17.8% | +15.7% | -33.5% | -28.7% |
| 3Y | +69.1% | +59.6% | +9.5% | +7.9% |
| 5Y | +26.5% | +36.3% | -9.8% | -5.6% |
| 10Y | +536.3% | +173.6% | +362.6% | +145.4% |
| All | +22,612.5% | +912.0% | +21,700.6% | +2,486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling