+23.9%
ISRG vs MMM
+44.4%
-20.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +4.8% | +6.2% | -1.4% | +2.7% |
| 30D | +9.2% | +14.2% | -5.0% | +4.2% |
| 3M | +21.2% | +2.9% | +18.3% | +19.8% |
| 6M | +0.2% | +27.6% | -27.3% | -8.3% |
| YTD | -20.1% | +17.3% | -37.3% | -25.1% |
| 1Y | -17.3% | +15.1% | -32.4% | -22.1% |
| 3Y | +63.3% | +157.1% | -93.8% | +11.2% |
| All | +23.9% | +44.4% | -20.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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