+113.6%
ISRG vs MRNA
+537.9%
-424.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -4.3% |
| 7D | -5.2% | -9.0% | +3.9% | -4.7% |
| 30D | -7.6% | +137.2% | -144.7% | -15.8% |
| 3M | -16.4% | +194.8% | -211.2% | -25.6% |
| 6M | -28.6% | +167.2% | -195.8% | -36.0% |
| YTD | -38.2% | +375.9% | -414.0% | -47.6% |
| 1Y | -25.5% | +465.2% | -490.7% | -38.2% |
| 3Y | +17.4% | +30.4% | -13.0% | +6.8% |
| 5Y | -3.0% | -66.8% | +63.9% | -6.3% |
| All | +113.6% | +537.9% | -424.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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