+370.1%
ISRG vs ABBV
+498.3%
-128.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -5.0% | -4.1% | -0.9% | -3.5% |
| 30D | -10.2% | +1.2% | -11.4% | -10.6% |
| 3M | -17.2% | +12.1% | -29.3% | -20.7% |
| 6M | -28.4% | +12.0% | -40.5% | -31.6% |
| YTD | -37.6% | +12.4% | -50.0% | -40.7% |
| 1Y | -24.4% | +22.9% | -47.4% | -31.1% |
| 3Y | +18.4% | +86.8% | -68.3% | -11.3% |
| 5Y | -1.0% | +181.0% | -182.0% | -38.8% |
| 10Y | +370.1% | +497.0% | -126.8% | +151.1% |
| All | +370.1% | +498.3% | -128.2% | +151.1% |
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