-3.0%
ISRG vs ABBV
+176.6%
-179.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.8% |
| 7D | -5.2% | -4.3% | -0.9% | -4.1% |
| 30D | -7.6% | +1.1% | -8.7% | -7.8% |
| 3M | -16.4% | +12.3% | -28.7% | -18.7% |
| 6M | -28.6% | +9.8% | -38.3% | -30.2% |
| YTD | -38.2% | +11.5% | -49.6% | -40.0% |
| 1Y | -25.5% | +22.3% | -47.8% | -30.0% |
| 3Y | +17.4% | +85.2% | -67.8% | -6.7% |
| 5Y | -3.0% | +170.8% | -173.8% | -37.0% |
| All | -3.0% | +176.6% | -179.6% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling