+63.3%
ISRG vs MET
+75.0%
-11.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | +9.2% | +3.2% | +6.0% | +7.8% |
| 3M | +21.2% | -1.1% | +22.3% | +21.5% |
| 6M | +0.2% | +25.0% | -24.8% | -8.8% |
| YTD | -20.1% | +27.9% | -47.9% | -28.2% |
| 1Y | -17.3% | +32.9% | -50.2% | -27.1% |
| 3Y | +63.3% | +78.8% | -15.5% | +26.7% |
| All | +63.3% | +75.0% | -11.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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