+26.5%
ISRG vs MKC
-32.8%
+59.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +5.4% | -1.9% | +7.3% | +6.1% |
| 30D | +8.6% | +8.0% | +0.6% | +6.5% |
| 3M | +21.6% | -8.6% | +30.2% | +24.4% |
| 6M | +2.3% | +1.1% | +1.3% | +2.1% |
| YTD | -18.7% | -27.7% | +9.0% | -12.1% |
| 1Y | -17.8% | -23.7% | +6.0% | -12.6% |
| 3Y | +69.1% | -19.4% | +88.5% | +71.6% |
| 5Y | +26.5% | -33.3% | +59.8% | +59.1% |
| All | +26.5% | -32.8% | +59.2% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling