+63.3%
ISRG vs MTB
+95.2%
-31.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | +4.8% | -1.3% | +6.2% | +5.3% |
| 30D | +9.2% | +0.5% | +8.7% | +9.1% |
| 3M | +21.2% | -12.4% | +33.6% | +26.4% |
| 6M | +0.2% | +1.5% | -1.3% | 0.0% |
| YTD | -20.1% | +10.3% | -30.3% | -22.4% |
| 1Y | -17.3% | +22.2% | -39.5% | -22.3% |
| 3Y | +63.3% | +96.9% | -33.6% | +40.6% |
| All | +63.3% | +95.2% | -31.9% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling