+550.7%
ISRG vs MKC
+25.5%
+525.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -6.8% | -7.0% | +0.3% | -4.1% |
| 30D | +5.1% | +4.1% | +1.0% | +3.6% |
| 3M | +12.0% | -10.3% | +22.3% | +16.5% |
| 6M | +7.0% | +1.7% | +5.3% | +6.0% |
| YTD | -20.6% | -29.1% | +8.5% | -10.9% |
| 1Y | -21.4% | -26.0% | +4.6% | -13.4% |
| 3Y | +62.0% | -21.5% | +83.4% | +68.8% |
| 5Y | +28.1% | -35.0% | +63.2% | +43.5% |
| 10Y | +550.7% | +25.6% | +525.1% | +504.4% |
| All | +550.7% | +25.5% | +525.2% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling