+23.9%
ISRG vs AMGN
+151.3%
-127.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +9.2% | +11.5% | -2.2% | +5.8% |
| 3M | +21.2% | +14.4% | +6.8% | +16.4% |
| 6M | +0.2% | +40.9% | -40.7% | -9.2% |
| YTD | -20.1% | +43.5% | -63.6% | -28.1% |
| 1Y | -17.3% | +49.9% | -67.3% | -26.6% |
| 3Y | +63.3% | +84.6% | -21.3% | +33.2% |
| All | +23.9% | +151.3% | -127.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling