+533.8%
ISRG vs MRK
+226.6%
+307.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +4.2% | +3.5% | +0.7% | +2.6% |
| 3M | +9.6% | +11.2% | -1.6% | +4.3% |
| 6M | +1.9% | +32.5% | -30.6% | -10.2% |
| YTD | -22.3% | +42.5% | -64.8% | -34.0% |
| 1Y | -23.2% | +65.4% | -88.6% | -38.9% |
| 3Y | +58.5% | +58.8% | -0.3% | +23.6% |
| 5Y | +23.9% | +103.9% | -79.9% | -18.1% |
| All | +533.8% | +226.6% | +307.3% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling