+539.2%
ISRG vs ABBV
+599.4%
-60.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | +5.6% | +4.7% | +0.8% | +3.8% |
| 3M | +10.5% | +18.3% | -7.8% | +3.8% |
| 6M | +2.6% | +43.4% | -40.8% | -10.6% |
| YTD | -21.7% | +33.0% | -54.7% | -30.3% |
| 1Y | -21.6% | +30.8% | -52.4% | -29.7% |
| 3Y | +57.0% | +135.1% | -78.1% | +6.3% |
| 5Y | +25.0% | +201.2% | -176.3% | -25.6% |
| All | +539.2% | +599.4% | -60.2% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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