+386.2%
ISRG vs MKTX
+5.0%
+381.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -8.0% | +0.7% | -8.7% | -8.2% |
| 3M | -10.6% | +40.8% | -51.4% | -19.0% |
| 6M | -25.1% | -8.0% | -17.1% | -24.2% |
| YTD | -34.8% | -8.7% | -26.1% | -34.1% |
| 1Y | -19.0% | -11.8% | -7.2% | -17.5% |
| 3Y | +22.1% | -24.0% | +46.1% | +23.5% |
| 5Y | +8.2% | -60.3% | +68.5% | +31.7% |
| All | +386.2% | +5.0% | +381.1% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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