+23.9%
ISRG vs AXP
+91.7%
-67.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.7% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +9.2% | +5.8% | +3.4% | +6.2% |
| 3M | +21.2% | -6.0% | +27.2% | +24.9% |
| 6M | +0.2% | +0.3% | -0.1% | +0.1% |
| YTD | -20.1% | -12.3% | -7.8% | -15.2% |
| 1Y | -17.3% | -11.2% | -6.1% | -13.0% |
| 3Y | +63.3% | +117.0% | -53.7% | +5.1% |
| All | +23.9% | +91.7% | -67.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling