+73.6%
ISRG vs ABCL
-81.0%
+154.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.9% |
| 7D | -6.1% | +4.4% | -10.5% | -6.6% |
| 30D | +4.2% | -7.9% | +12.1% | +4.7% |
| 3M | +9.6% | +12.2% | -2.6% | +7.5% |
| 6M | +1.9% | +134.7% | -132.9% | -8.9% |
| YTD | -22.3% | +239.8% | -262.1% | -34.0% |
| 1Y | -23.2% | +192.7% | -215.9% | -33.7% |
| 3Y | +58.5% | +187.6% | -129.1% | +29.6% |
| 5Y | +23.9% | -22.6% | +46.6% | +11.6% |
| All | +73.6% | -81.0% | +154.6% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling