+719.1%
ISRG vs ABBV
+1,343.9%
-624.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.7% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +9.2% | +8.0% | +1.2% | +6.4% |
| 3M | +21.2% | +20.2% | +1.0% | +14.0% |
| 6M | +0.2% | +44.0% | -43.7% | -11.5% |
| YTD | -20.1% | +31.3% | -51.4% | -27.6% |
| 1Y | -17.3% | +37.0% | -54.3% | -26.3% |
| 3Y | +63.3% | +128.0% | -64.6% | +18.3% |
| 5Y | +24.1% | +196.9% | -172.8% | -19.2% |
| 10Y | +507.0% | +681.2% | -174.3% | +188.7% |
| All | +719.1% | +1,343.9% | -624.8% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling