-21.4%
ISRG vs MRK
+73.4%
-94.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -6.8% | -2.1% | -4.6% | -6.4% |
| 30D | +5.1% | +1.2% | +3.9% | +4.8% |
| 3M | +12.0% | +13.5% | -1.5% | +9.0% |
| 6M | +7.0% | +34.0% | -27.0% | +0.8% |
| YTD | -20.6% | +42.7% | -63.3% | -26.5% |
| 1Y | -21.4% | +66.6% | -88.0% | -30.0% |
| All | -21.4% | +73.4% | -94.9% | -30.0% |
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