+69.0%
ISRG vs AXP
+120.3%
-51.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.8% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +15.8% | +7.0% | +8.7% | +12.2% |
| 3M | +24.9% | -6.6% | +31.5% | +28.7% |
| 6M | +3.8% | +3.5% | +0.3% | +2.4% |
| YTD | -17.3% | -11.2% | -6.1% | -13.3% |
| 1Y | -14.6% | -10.2% | -4.4% | -11.0% |
| All | +69.0% | +120.3% | -51.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling