+21,775.7%
ISRG vs MO
+5,794.1%
+15,981.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.0% | +3.3% | -5.3% | -3.1% |
| 30D | +5.6% | +7.5% | -2.0% | +3.1% |
| 3M | +10.5% | +22.8% | -12.2% | +3.3% |
| 6M | +2.6% | +13.4% | -10.7% | -2.0% |
| YTD | -21.7% | +43.0% | -64.7% | -31.2% |
| 1Y | -21.6% | +45.2% | -66.8% | -31.5% |
| 3Y | +57.0% | +145.5% | -88.5% | +12.1% |
| 5Y | +25.0% | +157.1% | -132.1% | -13.3% |
| 10Y | +542.1% | +153.3% | +388.8% | +326.4% |
| All | +21,775.7% | +5,794.1% | +15,981.6% | +8,911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling