+337.5%
AMD vs ISRG
+2.5%
+335.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.2% |
| 7D | +2.6% | -1.6% | +4.2% | +3.5% |
| 30D | -0.9% | -2.3% | +1.3% | -0.2% |
| 3M | -8.7% | -12.4% | +3.7% | -4.3% |
| 6M | +136.3% | -26.8% | +163.2% | +176.7% |
| YTD | +123.0% | -35.3% | +158.3% | +181.8% |
| 1Y | +195.2% | -19.3% | +214.5% | +211.5% |
| 3Y | +336.3% | +18.1% | +318.2% | +239.8% |
| All | +337.5% | +2.5% | +335.0% | +237.5% |
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 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