+10,604.8%
ISRG vs MKTX
+1,446.2%
+9,158.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.3% | +1.1% | -3.3% | -2.5% |
| 3M | -12.4% | +36.1% | -48.5% | -20.1% |
| 6M | -26.8% | -12.9% | -14.0% | -25.3% |
| YTD | -35.3% | -8.5% | -26.7% | -34.8% |
| 1Y | -19.3% | -7.5% | -11.8% | -19.3% |
| 3Y | +18.1% | -28.3% | +46.5% | +21.6% |
| 5Y | +2.6% | -63.3% | +65.9% | +24.1% |
| 10Y | +379.4% | +4.5% | +374.9% | +325.6% |
| All | +10,604.8% | +1,446.2% | +9,158.6% | +3,719.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling