+563.4%
ISRG vs ABBV
+1,163.4%
-600.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.3% | +4.2% | -6.4% | -3.6% |
| 3M | -12.4% | +14.8% | -27.3% | -16.6% |
| 6M | -26.8% | +10.3% | -37.1% | -29.5% |
| YTD | -35.3% | +14.9% | -50.1% | -38.7% |
| 1Y | -19.3% | +24.1% | -43.5% | -26.0% |
| 3Y | +18.1% | +91.9% | -73.8% | -9.3% |
| 5Y | +2.6% | +176.0% | -173.4% | -31.7% |
| 10Y | +379.4% | +502.9% | -123.5% | +146.1% |
| All | +563.4% | +1,163.4% | -600.0% | +182.0% |
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 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