-25.5%
ISRG vs AME
+27.5%
-53.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | +2.8% | -8.0% | -5.6% |
| 30D | -7.6% | -6.3% | -1.3% | -6.5% |
| 3M | -16.4% | +5.4% | -21.7% | -17.5% |
| 6M | -28.6% | +7.4% | -36.0% | -30.1% |
| YTD | -38.2% | +16.2% | -54.3% | -40.2% |
| 1Y | -25.5% | +26.8% | -52.3% | -29.1% |
| All | -25.5% | +27.5% | -53.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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