-3.0%
ISRG vs MKC
-33.2%
+30.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -5.2% | -4.3% | -0.8% | -4.0% |
| 30D | -7.6% | -2.0% | -5.6% | -7.1% |
| 3M | -16.4% | +10.0% | -26.4% | -18.3% |
| 6M | -28.6% | -18.5% | -10.0% | -24.8% |
| YTD | -38.2% | -22.4% | -15.7% | -34.3% |
| 1Y | -25.5% | -23.6% | -1.9% | -20.5% |
| 3Y | +17.4% | -30.4% | +47.9% | +27.8% |
| 5Y | -3.0% | -34.2% | +31.2% | +11.2% |
| All | -3.0% | -33.2% | +30.3% | +11.2% |
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