+8,077.9%
AMD vs ISRG
+521.1%
+7,556.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.6% | +15.3% | +15.1% |
| 7D | +6.5% | +2.1% | +4.4% | +4.7% |
| 30D | -15.3% | +6.2% | -21.4% | -19.0% |
| 3M | +9.7% | +14.4% | -4.7% | -1.0% |
| 6M | +13.2% | 0.0% | +13.2% | +7.5% |
| YTD | +140.6% | -20.5% | +161.1% | +165.7% |
| 1Y | +111.2% | -21.9% | +133.1% | +135.6% |
| 3Y | +334.4% | +62.2% | +272.3% | +172.9% |
| 5Y | +268.3% | +25.2% | +243.2% | +169.9% |
| 10Y | +8,077.9% | +537.3% | +7,540.6% | +2,173.5% |
| All | +8,077.9% | +521.1% | +7,556.8% | +2,173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling