+374.7%
ISRG vs MRK
+232.4%
+142.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +4.0% | +2.8% |
| 7D | -2.5% | -5.0% | +2.5% | -0.6% |
| 30D | -10.2% | +11.0% | -21.1% | -14.1% |
| 3M | -12.5% | +22.4% | -34.9% | -19.8% |
| 6M | -25.8% | +25.4% | -51.2% | -32.8% |
| YTD | -36.4% | +39.5% | -75.8% | -45.1% |
| 1Y | -19.9% | +78.0% | -97.9% | -38.1% |
| 3Y | +20.9% | +45.5% | -24.7% | -0.9% |
| 5Y | +5.7% | +130.3% | -124.6% | -35.3% |
| All | +374.7% | +232.4% | +142.3% | +168.2% |
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