+539.2%
ISRG vs AMCR
+18.6%
+520.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | -2.4% | +0.4% | -1.0% |
| 30D | +5.6% | +3.6% | +2.0% | +4.0% |
| 3M | +10.5% | -4.2% | +14.8% | +12.3% |
| 6M | +2.6% | +15.5% | -12.9% | -3.6% |
| YTD | -21.7% | +9.7% | -31.4% | -25.9% |
| 1Y | -21.6% | +8.3% | -29.9% | -25.4% |
| 3Y | +57.0% | +15.4% | +41.7% | +40.9% |
| 5Y | +25.0% | -9.1% | +34.1% | +25.0% |
| All | +539.2% | +18.6% | +520.5% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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