+78.7%
ISRG vs ABCL
-80.5%
+159.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -4.0% |
| 7D | +4.8% | -3.2% | +8.0% | +5.0% |
| 30D | +9.2% | -7.4% | +16.6% | +9.7% |
| 3M | +21.2% | +81.9% | -60.8% | +12.8% |
| 6M | +0.2% | +135.7% | -135.5% | -10.4% |
| YTD | -20.1% | +247.4% | -267.4% | -32.2% |
| 1Y | -17.3% | +162.3% | -179.6% | -27.9% |
| 3Y | +63.3% | +165.5% | -102.2% | +34.9% |
| 5Y | +24.1% | -21.3% | +45.3% | +11.5% |
| All | +78.7% | -80.5% | +159.3% | +62.8% |
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