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  • ISRG vs MKSI✓SelectedUSD · MKSIISRG vs MKSI performance historyLatest closeAs of-4.51%09/08
Stock and ETF performance explorer

ISRG vs MKSI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,168.2%
MKSI return
+704.1%
Excess return
+16,464.1%
Maximum drawdown
-82.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKSIExcessAlpha
1D-4.5%+2.0%-6.5%-5.0%
7D-5.2%+7.7%-12.9%-7.1%
30D-7.6%-12.9%+5.3%-4.5%
3M-16.4%-14.8%-1.5%-15.4%
6M-28.6%+26.6%-55.2%-36.0%
YTD-38.2%+66.6%-104.8%-49.2%
1Y-25.5%+144.6%-170.1%-45.8%
3Y+17.4%+193.1%-175.7%-23.5%
5Y-3.0%+88.6%-91.6%-30.5%
10Y+356.0%+490.9%-134.9%+129.0%
All+17,168.2%+704.1%+16,464.1%+6,179.0%

Cumulative growth

Daily Returns

Daily percentage return beside MKSI.

Daily Out/Under-Performance

Portfolio return minus MKSI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MKSI 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 MKSI 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