+850.5%
AMAT vs ISRG
+23,164.4%
-22,313.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.9% |
| 7D | -24.3% | +4.4% | -28.7% | -25.1% |
| 30D | -39.8% | +15.8% | -55.5% | -41.9% |
| 3M | -40.2% | +24.9% | -65.1% | -43.4% |
| 6M | -22.1% | +3.8% | -25.9% | -24.0% |
| YTD | +24.7% | -17.3% | +41.9% | +28.2% |
| 1Y | +33.3% | -14.6% | +47.9% | +36.1% |
| 3Y | +133.9% | +68.2% | +65.6% | +104.9% |
| 5Y | +117.1% | +28.4% | +88.7% | +100.4% |
| 10Y | +1,158.7% | +528.0% | +630.6% | +796.3% |
| All | +850.5% | +23,164.4% | -22,313.9% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling