-10.5%
ISRG vs MRK
+87.2%
-97.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.9% | +5.4% | +8.7% |
| 7D | +8.5% | +6.7% | +1.8% | +7.3% |
| 30D | +18.6% | +7.8% | +10.8% | +16.8% |
| 3M | +30.9% | +18.2% | +12.7% | +26.5% |
| 6M | +6.6% | +34.7% | -28.1% | +0.5% |
| YTD | -14.9% | +45.8% | -60.7% | -20.9% |
| 1Y | -10.5% | +84.6% | -95.1% | -19.6% |
| All | -10.5% | +87.2% | -97.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling