+476.3%
ISRG vs AMCR
+96.6%
+379.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -5.2% | -1.8% | -3.3% | -4.6% |
| 30D | -7.6% | -6.0% | -1.5% | -5.8% |
| 3M | -16.4% | +18.9% | -35.3% | -20.7% |
| 6M | -28.6% | +5.7% | -34.2% | -30.1% |
| YTD | -38.2% | +11.1% | -49.3% | -40.8% |
| 1Y | -25.5% | +12.7% | -38.2% | -29.0% |
| 3Y | +17.4% | +9.6% | +7.8% | +11.0% |
| 5Y | -3.0% | -10.3% | +7.4% | -2.2% |
| 10Y | +356.0% | +16.5% | +339.5% | +304.1% |
| All | +476.3% | +96.6% | +379.7% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling