+1,954.1%
MRVL vs ISRG
+364.0%
+1,590.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | +13.8% | -5.0% | +18.8% | +17.3% |
| 30D | +12.7% | -10.2% | +22.9% | +19.6% |
| 3M | -11.9% | -17.2% | +5.3% | -4.8% |
| 6M | +153.8% | -28.4% | +182.3% | +198.3% |
| YTD | +177.0% | -37.6% | +214.6% | +257.0% |
| 1Y | +252.3% | -24.4% | +276.8% | +289.9% |
| 3Y | +325.5% | +18.4% | +307.1% | +256.9% |
| 5Y | +290.9% | -1.0% | +291.8% | +254.2% |
| 10Y | +1,954.1% | +370.1% | +1,584.0% | +762.9% |
| All | +1,954.1% | +364.0% | +1,590.1% | +762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling