+61.4%
AMAT vs ISRG
-11.6%
+72.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.4% | -12.7% | -3.4% |
| 7D | -11.2% | +8.5% | -19.7% | -11.2% |
| 30D | -31.9% | +18.6% | -50.5% | -32.1% |
| 3M | -32.3% | +30.9% | -63.3% | -33.0% |
| 6M | -5.4% | +6.6% | -12.0% | +0.2% |
| YTD | +44.3% | -14.9% | +59.1% | +79.0% |
| 1Y | +61.4% | -10.5% | +71.9% | +90.9% |
| All | +61.4% | -11.6% | +72.9% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling