+376.2%
ISRG vs AXP
+474.4%
-98.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -1.6% | -2.1% | +0.5% | -0.6% |
| 30D | -2.3% | -6.5% | +4.3% | +1.0% |
| 3M | -12.4% | +4.6% | -17.1% | -14.2% |
| 6M | -26.8% | +5.4% | -32.3% | -28.7% |
| YTD | -35.3% | -11.1% | -24.1% | -31.9% |
| 1Y | -19.3% | -0.3% | -19.0% | -20.0% |
| 3Y | +18.1% | +111.6% | -93.4% | -19.9% |
| 5Y | +2.6% | +117.6% | -114.9% | -32.8% |
| All | +376.2% | +474.4% | -98.2% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling