+147.1%
AMAT vs ISRG
+24.8%
+122.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.2% |
| 7D | +11.4% | -2.0% | +13.4% | +12.5% |
| 30D | -17.0% | +5.6% | -22.6% | -19.7% |
| 3M | -30.6% | +10.5% | -41.2% | -34.8% |
| 6M | -14.9% | +2.6% | -17.6% | -18.9% |
| YTD | +44.7% | -21.7% | +66.4% | +61.6% |
| 1Y | +66.9% | -21.6% | +88.4% | +86.2% |
| 3Y | +153.3% | +57.0% | +96.3% | +79.6% |
| All | +147.1% | +24.8% | +122.3% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling