+199.0%
AMD vs ISRG
+23.7%
+175.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.4% | +14.4% | +12.9% |
| 7D | -11.0% | +4.8% | -15.9% | -13.6% |
| 30D | -30.5% | +9.2% | -39.7% | -34.2% |
| 3M | -8.2% | +21.2% | -29.4% | -18.9% |
| 6M | +6.6% | +0.2% | +6.3% | +2.5% |
| YTD | +109.7% | -20.1% | +129.7% | +133.2% |
| 1Y | +88.9% | -17.3% | +106.2% | +104.7% |
| 3Y | +301.8% | +63.3% | +238.5% | +151.4% |
| All | +199.0% | +23.7% | +175.3% | +113.6% |
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