+23,005.1%
ISRG vs AXP
+857.1%
+22,148.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +24.9% | -6.6% | +31.5% | +28.5% |
| 6M | +3.8% | +3.5% | +0.3% | +2.2% |
| YTD | -17.3% | -11.2% | -6.1% | -13.4% |
| 1Y | -14.6% | -10.2% | -4.4% | -11.1% |
| 3Y | +68.2% | +120.0% | -51.8% | +16.9% |
| 5Y | +28.4% | +95.6% | -67.2% | -7.6% |
| 10Y | +528.0% | +468.1% | +59.9% | +172.7% |
| All | +23,005.1% | +857.1% | +22,148.0% | +7,343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling