-9.6%
MRVL vs ISRG
+0.7%
-10.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -1.2% |
| 7D | -10.2% | +2.1% | -12.3% | -8.7% |
| 30D | -43.9% | +6.2% | -50.1% | -41.6% |
| 3M | -26.0% | +14.4% | -40.4% | -19.6% |
| All | -9.6% | +0.7% | -10.3% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling