+17,983.8%
ISRG vs AMGN
+870.5%
+17,113.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -2.3% | +7.8% | -10.1% | -4.9% |
| 3M | -12.4% | +27.3% | -39.7% | -19.9% |
| 6M | -26.8% | +16.8% | -43.7% | -31.0% |
| YTD | -35.3% | +36.3% | -71.6% | -42.5% |
| 1Y | -19.3% | +60.4% | -79.7% | -32.8% |
| 3Y | +18.1% | +86.3% | -68.2% | -9.3% |
| 5Y | +2.6% | +125.7% | -123.0% | -27.3% |
| 10Y | +379.4% | +247.0% | +132.4% | +187.2% |
| All | +17,983.8% | +870.5% | +17,113.3% | +6,864.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling