-1.0%
ISRG vs MO
+96.7%
-97.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -5.0% | -2.4% | -2.6% | -4.8% |
| 30D | -10.2% | +3.6% | -13.8% | -10.5% |
| 3M | -17.2% | -3.7% | -13.5% | -17.0% |
| 6M | -28.4% | +4.5% | -32.9% | -28.8% |
| YTD | -37.6% | +21.5% | -59.1% | -39.0% |
| 1Y | -24.4% | +9.5% | -34.0% | -25.2% |
| 3Y | +18.4% | +93.6% | -75.1% | +4.9% |
| 5Y | -1.0% | +97.5% | -98.5% | -11.0% |
| All | -1.0% | +96.7% | -97.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling