+28.1%
ISRG vs AMCR
-7.6%
+35.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -6.8% | -8.5% | +1.7% | -3.5% |
| 30D | +5.1% | +6.8% | -1.6% | +2.5% |
| 3M | +12.0% | -5.0% | +17.0% | +14.1% |
| 6M | +7.0% | +13.9% | -6.9% | +1.5% |
| YTD | -20.6% | +11.2% | -31.8% | -25.0% |
| 1Y | -21.4% | +11.3% | -32.8% | -25.9% |
| 3Y | +62.0% | +15.4% | +46.6% | +43.1% |
| 5Y | +28.1% | -7.7% | +35.9% | +33.0% |
| All | +28.1% | -7.6% | +35.7% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling