-21.6%
ISRG vs AMGN
+41.6%
-63.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.0% | +1.1% | -3.2% | -2.5% |
| 30D | +5.6% | +9.3% | -3.7% | +2.0% |
| 3M | +10.5% | +12.1% | -1.6% | +5.6% |
| 6M | +2.6% | +40.3% | -37.6% | -9.6% |
| YTD | -21.7% | +45.2% | -66.9% | -32.0% |
| 1Y | -21.6% | +42.4% | -64.0% | -31.9% |
| All | -21.6% | +41.6% | -63.2% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling