+1,064.4%
MRVL vs ISRG
+21,780.3%
-20,715.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +6.6% |
| 7D | -28.1% | +4.8% | -32.9% | -29.2% |
| 30D | -50.4% | +9.2% | -59.6% | -51.7% |
| 3M | -32.9% | +21.2% | -54.1% | -36.8% |
| 6M | -17.9% | +0.2% | -18.2% | -20.0% |
| YTD | +66.4% | -20.1% | +86.5% | +72.3% |
| 1Y | +51.5% | -17.3% | +68.9% | +55.6% |
| 3Y | +177.9% | +63.3% | +114.6% | +142.5% |
| 5Y | +100.0% | +24.1% | +76.0% | +86.8% |
| 10Y | +1,108.1% | +507.0% | +601.2% | +719.1% |
| All | +1,064.4% | +21,780.3% | -20,715.9% | +297.2% |
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