+81.8%
ISRG vs ABCL
-79.5%
+161.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.2% |
| 7D | +5.4% | +12.4% | -7.0% | +4.1% |
| 30D | +8.6% | -0.4% | +9.0% | +8.3% |
| 3M | +21.6% | +80.4% | -58.8% | +13.3% |
| 6M | +2.3% | +138.5% | -136.2% | -8.6% |
| YTD | -18.7% | +265.5% | -284.2% | -31.4% |
| 1Y | -17.8% | +219.7% | -237.5% | -29.7% |
| 3Y | +69.1% | +209.4% | -140.3% | +37.2% |
| 5Y | +26.5% | -15.0% | +41.5% | +13.0% |
| All | +81.8% | -79.5% | +161.3% | +64.7% |
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