-10.5%
ISRG vs ABCL
+138.2%
-148.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.3% |
| 7D | +8.5% | -10.0% | +18.5% | +9.1% |
| 30D | +18.6% | -10.9% | +29.5% | +19.2% |
| 3M | +30.9% | +101.6% | -70.7% | +25.3% |
| 6M | +6.6% | +167.5% | -161.0% | -1.4% |
| YTD | -14.9% | +259.1% | -273.9% | -24.7% |
| 1Y | -10.5% | +152.2% | -162.7% | -20.1% |
| All | -10.5% | +138.2% | -148.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling