+536.3%
ISRG vs ABBV
+587.7%
-51.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +5.4% | +1.5% | +3.9% | +4.9% |
| 30D | +8.6% | +6.7% | +1.9% | +6.0% |
| 3M | +21.6% | +19.9% | +1.6% | +13.6% |
| 6M | +2.3% | +47.5% | -45.1% | -11.8% |
| YTD | -18.7% | +32.2% | -50.9% | -27.4% |
| 1Y | -17.8% | +37.8% | -55.6% | -27.9% |
| 3Y | +69.1% | +134.8% | -65.7% | +14.6% |
| 5Y | +26.5% | +203.0% | -176.5% | -24.9% |
| 10Y | +536.3% | +603.7% | -67.4% | +184.2% |
| All | +536.3% | +587.7% | -51.4% | +184.2% |
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