+63.3%
ISRG vs AMGN
+86.0%
-22.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | +9.2% | +11.5% | -2.2% | +6.1% |
| 3M | +21.2% | +14.4% | +6.8% | +16.8% |
| 6M | +0.2% | +40.9% | -40.7% | -8.3% |
| YTD | -20.1% | +43.5% | -63.6% | -27.2% |
| 1Y | -17.3% | +49.9% | -67.3% | -25.5% |
| 3Y | +63.3% | +84.6% | -21.3% | +32.9% |
| All | +63.3% | +86.0% | -22.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling