-25.5%
ISRG vs ABBV
+21.6%
-47.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.2% |
| 7D | -5.2% | -4.3% | -0.9% | -4.7% |
| 30D | -7.6% | +1.1% | -8.7% | -7.4% |
| 3M | -16.4% | +12.3% | -28.7% | -16.3% |
| 6M | -28.6% | +9.8% | -38.3% | -28.5% |
| YTD | -38.2% | +11.5% | -49.6% | -38.0% |
| 1Y | -25.5% | +22.3% | -47.8% | -25.3% |
| All | -25.5% | +21.6% | -47.1% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling