-22.1%
AMAT vs ISRG
+3.2%
-25.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -14.2% |
| 7D | -24.3% | +4.4% | -28.7% | -23.3% |
| 30D | -39.8% | +15.8% | -55.5% | -37.2% |
| 3M | -40.2% | +24.9% | -65.1% | -36.0% |
| 6M | -22.1% | +3.8% | -25.9% | -19.7% |
| All | -22.1% | +3.2% | -25.3% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling