+5.7%
ISRG vs MKTX
-60.6%
+66.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.5% | -0.2% | -2.4% | -2.5% |
| 30D | -10.2% | +0.8% | -11.0% | -10.3% |
| 3M | -12.5% | +41.1% | -53.7% | -18.3% |
| 6M | -25.8% | -9.5% | -16.3% | -24.7% |
| YTD | -36.4% | -8.7% | -27.7% | -35.6% |
| 1Y | -19.9% | -10.0% | -9.9% | -18.9% |
| 3Y | +20.9% | -24.6% | +45.5% | +21.3% |
| 5Y | +5.7% | -60.3% | +66.0% | +21.1% |
| All | +5.7% | -60.6% | +66.2% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling