+370.1%
ISRG vs AMGN
+210.7%
+159.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -5.0% | -11.6% | +6.6% | 0.0% |
| 30D | -10.2% | -5.7% | -4.5% | -8.1% |
| 3M | -17.2% | +14.2% | -31.4% | -21.9% |
| 6M | -28.4% | +5.2% | -33.6% | -30.2% |
| YTD | -37.6% | +22.0% | -59.6% | -43.1% |
| 1Y | -24.4% | +43.6% | -68.1% | -36.2% |
| 3Y | +18.4% | +65.0% | -46.6% | -9.8% |
| 5Y | -1.0% | +112.0% | -113.0% | -35.0% |
| 10Y | +370.1% | +216.6% | +153.6% | +173.6% |
| All | +370.1% | +210.7% | +159.4% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling