+17.4%
ISRG vs ABBV
+85.2%
-67.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.0% |
| 7D | -5.2% | -4.3% | -0.9% | -4.4% |
| 30D | -7.6% | +1.1% | -8.7% | -7.7% |
| 3M | -16.4% | +12.3% | -28.7% | -17.8% |
| 6M | -28.6% | +9.8% | -38.3% | -29.5% |
| YTD | -38.2% | +11.5% | -49.6% | -39.2% |
| 1Y | -25.5% | +22.3% | -47.8% | -28.4% |
| 3Y | +17.4% | +85.2% | -67.8% | -1.1% |
| All | +17.4% | +85.2% | -67.8% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling