+1,066.5%
ISRG vs MSCI
+2,756.4%
-1,689.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -2.3% | +0.6% | -2.8% | -2.6% |
| 3M | -12.4% | -7.1% | -5.4% | -9.8% |
| 6M | -26.8% | +0.8% | -27.7% | -27.7% |
| YTD | -35.3% | +1.0% | -36.2% | -36.5% |
| 1Y | -19.3% | +4.3% | -23.6% | -22.6% |
| 3Y | +18.1% | +9.9% | +8.2% | +8.0% |
| 5Y | +2.6% | -6.8% | +9.4% | +0.1% |
| 10Y | +379.4% | +614.7% | -235.2% | +90.2% |
| All | +1,066.5% | +2,756.4% | -1,689.9% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling