+165.0%
AMAT vs ISRG
+65.7%
+99.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.7% | +10.7% |
| 7D | -1.1% | +5.4% | -6.5% | -3.1% |
| 30D | -26.9% | +8.6% | -35.6% | -29.3% |
| 3M | -31.2% | +21.6% | -52.8% | -36.7% |
| 6M | -14.7% | +2.3% | -17.0% | -16.5% |
| YTD | +44.7% | -18.7% | +63.4% | +61.7% |
| 1Y | +62.0% | -17.8% | +79.7% | +79.9% |
| 3Y | +165.0% | +69.1% | +95.9% | +95.1% |
| All | +165.0% | +65.7% | +99.3% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling