+1,256.1%
MRVL vs ISRG
+21,156.4%
-19,900.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.0% |
| 7D | +23.1% | -6.1% | +29.2% | +25.1% |
| 30D | -38.8% | +4.2% | -43.0% | -39.7% |
| 3M | -24.2% | +9.6% | -33.9% | -26.6% |
| 6M | 0.0% | +1.9% | -1.8% | -2.8% |
| YTD | +93.8% | -22.3% | +116.2% | +102.3% |
| 1Y | +84.4% | -23.2% | +107.6% | +93.1% |
| 3Y | +203.6% | +58.5% | +145.1% | +167.1% |
| 5Y | +127.8% | +23.9% | +103.9% | +113.2% |
| 10Y | +1,257.2% | +536.7% | +720.5% | +814.8% |
| All | +1,256.1% | +21,156.4% | -19,900.3% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling