+1,587.5%
AMAT vs ISRG
+378.3%
+1,209.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.8% |
| 7D | -1.5% | -1.6% | +0.1% | -0.6% |
| 30D | -14.8% | -2.3% | -12.5% | -14.0% |
| 3M | -9.3% | -12.4% | +3.2% | -4.7% |
| 6M | +27.4% | -26.8% | +54.2% | +48.9% |
| YTD | +77.6% | -35.3% | +112.8% | +125.0% |
| 1Y | +188.9% | -19.3% | +208.3% | +210.9% |
| 3Y | +202.3% | +18.1% | +184.2% | +144.2% |
| 5Y | +248.9% | +2.6% | +246.3% | +197.8% |
| All | +1,587.5% | +378.3% | +1,209.2% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling