-19.0%
ISRG vs AMCR
+9.4%
-28.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | +0.7% | -6.3% | +6.9% | +2.5% |
| 30D | -8.0% | -7.8% | -0.2% | -6.0% |
| 3M | -10.6% | +7.5% | -18.1% | -11.5% |
| 6M | -25.1% | +2.7% | -27.8% | -25.6% |
| YTD | -34.8% | +6.0% | -40.9% | -36.1% |
| 1Y | -19.0% | +7.8% | -26.8% | -20.3% |
| All | -19.0% | +9.4% | -28.4% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling