+23.9%
ISRG vs ABBV
+196.9%
-172.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.6% |
| 7D | +4.8% | -1.2% | +6.0% | +5.2% |
| 30D | +9.2% | +8.0% | +1.2% | +7.1% |
| 3M | +21.2% | +20.2% | +1.0% | +15.8% |
| 6M | +0.2% | +44.0% | -43.7% | -8.4% |
| YTD | -20.1% | +31.3% | -51.4% | -25.5% |
| 1Y | -17.3% | +37.0% | -54.3% | -23.9% |
| 3Y | +63.3% | +128.0% | -64.6% | +22.9% |
| All | +23.9% | +196.9% | -172.9% | -20.2% |
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 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