+22,612.5%
ISRG vs MKC
+844.1%
+21,768.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +5.4% | -1.9% | +7.3% | +6.4% |
| 30D | +8.6% | +8.0% | +0.6% | +5.1% |
| 3M | +21.6% | -8.6% | +30.2% | +26.1% |
| 6M | +2.3% | +1.1% | +1.3% | +1.4% |
| YTD | -18.7% | -27.7% | +9.0% | -8.2% |
| 1Y | -17.8% | -23.7% | +6.0% | -9.5% |
| 3Y | +69.1% | -19.4% | +88.5% | +76.2% |
| 5Y | +26.5% | -33.3% | +59.8% | +41.6% |
| 10Y | +536.3% | +24.0% | +512.3% | +414.5% |
| All | +22,612.5% | +844.1% | +21,768.5% | +9,996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling