-1.0%
ISRG vs MRK
+129.3%
-130.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | -10.2% | +12.7% | -22.9% | -12.6% |
| 3M | -17.2% | +24.2% | -41.4% | -21.1% |
| 6M | -28.4% | +27.8% | -56.3% | -32.3% |
| YTD | -37.6% | +42.2% | -79.8% | -42.4% |
| 1Y | -24.4% | +80.2% | -104.6% | -34.0% |
| 3Y | +18.4% | +48.4% | -29.9% | +6.2% |
| 5Y | -1.0% | +133.6% | -134.5% | -20.4% |
| All | -1.0% | +129.3% | -130.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling