+23.9%
ISRG vs ABCL
-21.8%
+45.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -4.1% |
| 7D | +4.8% | -3.2% | +8.0% | +5.0% |
| 30D | +9.2% | -7.4% | +16.6% | +9.8% |
| 3M | +21.2% | +81.9% | -60.8% | +11.0% |
| 6M | +0.2% | +135.7% | -135.5% | -12.8% |
| YTD | -20.1% | +247.4% | -267.4% | -34.9% |
| 1Y | -17.3% | +162.3% | -179.6% | -30.3% |
| 3Y | +63.3% | +165.5% | -102.2% | +28.2% |
| All | +23.9% | -21.8% | +45.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling