+142.7%
AMAT vs ISRG
+62.8%
+79.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +5.4% |
| 7D | -14.7% | +4.8% | -19.5% | -16.3% |
| 30D | -36.1% | +9.2% | -45.3% | -38.4% |
| 3M | -36.9% | +21.2% | -58.0% | -41.9% |
| 6M | -22.2% | +0.2% | -22.4% | -23.2% |
| YTD | +29.9% | -20.1% | +50.0% | +46.0% |
| 1Y | +43.3% | -17.3% | +60.6% | +57.9% |
| 3Y | +142.7% | +63.3% | +79.4% | +86.2% |
| All | +142.7% | +62.8% | +79.9% | +86.2% |
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 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