+196.6%
AMD vs ISRG
+28.9%
+167.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.4% | -15.7% |
| 7D | -28.6% | +4.4% | -33.0% | -30.2% |
| 30D | -37.7% | +15.8% | -53.5% | -42.8% |
| 3M | -16.1% | +24.9% | -41.0% | -26.9% |
| 6M | +13.8% | +3.8% | +10.0% | +7.7% |
| YTD | +88.8% | -17.3% | +106.1% | +106.6% |
| 1Y | +57.8% | -14.6% | +72.4% | +68.3% |
| 3Y | +260.3% | +68.2% | +192.0% | +122.4% |
| 5Y | +196.6% | +28.4% | +168.2% | +113.2% |
| All | +196.6% | +28.9% | +167.7% | +113.2% |
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 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