+17.4%
ISRG vs MO
+95.5%
-78.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.5% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -7.6% | -0.3% | -7.3% | -7.5% |
| 3M | -16.4% | -2.9% | -13.4% | -16.3% |
| 6M | -28.6% | +5.8% | -34.3% | -28.1% |
| YTD | -38.2% | +22.0% | -60.2% | -37.3% |
| 1Y | -25.5% | +10.7% | -36.2% | -24.6% |
| 3Y | +17.4% | +94.4% | -77.0% | +16.6% |
| All | +17.4% | +95.5% | -78.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling