-3.0%
ISRG vs AMGN
+107.5%
-110.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.1% | +5.6% | -1.5% |
| 7D | -5.2% | -10.3% | +5.1% | -2.1% |
| 30D | -7.6% | -3.8% | -3.8% | -6.5% |
| 3M | -16.4% | +14.4% | -30.7% | -19.5% |
| 6M | -28.6% | +7.8% | -36.4% | -30.2% |
| YTD | -38.2% | +22.6% | -60.8% | -41.8% |
| 1Y | -25.5% | +44.2% | -69.7% | -33.2% |
| 3Y | +17.4% | +65.8% | -48.4% | -2.1% |
| 5Y | -3.0% | +108.0% | -110.9% | -25.7% |
| All | -3.0% | +107.5% | -110.5% | -25.7% |
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