+624.0%
ISRG vs AMCR
+100.3%
+523.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -6.1% | -4.5% | -1.7% | -4.7% |
| 30D | +4.2% | +4.9% | -0.6% | +2.7% |
| 3M | +9.6% | -4.6% | +14.2% | +11.1% |
| 6M | +1.9% | +15.2% | -13.3% | -2.7% |
| YTD | -22.3% | +9.7% | -32.1% | -25.4% |
| 1Y | -23.2% | +10.5% | -33.7% | -26.4% |
| 3Y | +58.5% | +13.8% | +44.7% | +47.9% |
| 5Y | +23.9% | -9.1% | +33.1% | +24.3% |
| 10Y | +536.7% | +18.6% | +518.1% | +460.5% |
| All | +624.0% | +100.3% | +523.7% | +541.2% |
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