+28.4%
ISRG vs MSCI
+4.3%
+24.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.4% |
| 7D | +4.4% | +6.0% | -1.6% | +1.4% |
| 30D | +15.8% | +18.2% | -2.4% | +6.1% |
| 3M | +24.9% | +15.1% | +9.8% | +15.8% |
| 6M | +3.8% | +13.7% | -9.9% | -3.7% |
| YTD | -17.3% | +15.6% | -32.9% | -24.7% |
| 1Y | -14.6% | +16.3% | -30.9% | -22.6% |
| 3Y | +68.2% | +36.9% | +31.3% | +31.6% |
| 5Y | +28.4% | +6.3% | +22.1% | +13.5% |
| All | +28.4% | +4.3% | +24.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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