+17,983.8%
ISRG vs MRK
+459.0%
+17,524.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -2.3% | +17.1% | -19.4% | -8.6% |
| 3M | -12.4% | +25.9% | -38.3% | -20.7% |
| 6M | -26.8% | +26.8% | -53.6% | -34.1% |
| YTD | -35.3% | +44.9% | -80.2% | -45.0% |
| 1Y | -19.3% | +84.8% | -104.2% | -38.3% |
| 3Y | +18.1% | +50.1% | -32.0% | -4.0% |
| 5Y | +2.6% | +127.4% | -124.8% | -31.7% |
| 10Y | +379.4% | +240.0% | +139.5% | +169.6% |
| All | +17,983.8% | +459.0% | +17,524.8% | +6,879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling