-1.0%
ISRG vs AMCR
-12.9%
+12.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.9% |
| 7D | -5.0% | -6.3% | +1.3% | -2.6% |
| 30D | -10.2% | -7.1% | -3.1% | -7.6% |
| 3M | -17.2% | +12.7% | -29.9% | -20.9% |
| 6M | -28.4% | +5.2% | -33.6% | -30.1% |
| YTD | -37.6% | +8.1% | -45.7% | -40.4% |
| 1Y | -24.4% | +10.0% | -34.5% | -28.5% |
| 3Y | +18.4% | +6.6% | +11.9% | +8.6% |
| 5Y | -1.0% | -11.4% | +10.5% | +1.0% |
| All | -1.0% | -12.9% | +12.0% | +1.0% |
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