+17,983.8%
ISRG vs MDY
+928.7%
+17,055.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.3% | -1.5% | -0.8% | -0.9% |
| 3M | -12.4% | +0.8% | -13.2% | -13.2% |
| 6M | -26.8% | +7.4% | -34.3% | -31.8% |
| YTD | -35.3% | +15.2% | -50.4% | -43.5% |
| 1Y | -19.3% | +16.5% | -35.9% | -30.4% |
| 3Y | +18.1% | +46.8% | -28.7% | -18.4% |
| 5Y | +2.6% | +46.0% | -43.4% | -28.0% |
| 10Y | +379.4% | +172.1% | +207.4% | +85.9% |
| All | +17,983.8% | +928.7% | +17,055.1% | +1,933.7% |
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 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