+298.8%
MRVL vs ISRG
+20.0%
+278.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.9% | +7.5% |
| 7D | +3.2% | -1.6% | +4.8% | +4.0% |
| 30D | +5.9% | -2.3% | +8.2% | +6.4% |
| 3M | -29.3% | -12.4% | -16.9% | -26.5% |
| 6M | +186.5% | -26.8% | +213.3% | +235.9% |
| YTD | +163.4% | -35.3% | +198.7% | +238.8% |
| 1Y | +249.5% | -19.3% | +268.8% | +267.3% |
| All | +298.8% | +20.0% | +278.8% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling