+1,162.1%
AMAT vs ISRG
+501.0%
+661.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +6.2% |
| 7D | -14.7% | +4.8% | -19.5% | -17.5% |
| 30D | -36.1% | +9.2% | -45.3% | -39.9% |
| 3M | -36.9% | +21.2% | -58.0% | -44.9% |
| 6M | -22.2% | +0.2% | -22.4% | -26.2% |
| YTD | +29.9% | -20.1% | +50.0% | +42.9% |
| 1Y | +43.3% | -17.3% | +60.6% | +54.0% |
| 3Y | +142.7% | +63.3% | +79.4% | +57.9% |
| 5Y | +126.2% | +24.1% | +102.1% | +70.4% |
| All | +1,162.1% | +501.0% | +661.1% | +245.6% |
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