-25.5%
ISRG vs MTB
+23.0%
-48.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -5.2% | +2.8% | -7.9% | -6.2% |
| 30D | -7.6% | -4.2% | -3.4% | -6.0% |
| 3M | -16.4% | +7.8% | -24.1% | -18.0% |
| 6M | -28.6% | +14.8% | -43.4% | -31.6% |
| YTD | -38.2% | +20.8% | -58.9% | -41.9% |
| 1Y | -25.5% | +23.1% | -48.6% | -30.7% |
| All | -25.5% | +23.0% | -48.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling