+2.0%
ISRG vs ABCL
-41.3%
+43.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -2.3% | +93.1% | -95.3% | -10.3% |
| 3M | -12.4% | +79.4% | -91.9% | -19.7% |
| 6M | -26.8% | +214.9% | -241.7% | -38.2% |
| YTD | -35.3% | +234.2% | -269.5% | -46.2% |
| 1Y | -19.3% | +174.8% | -194.1% | -32.1% |
| 3Y | +18.1% | +104.5% | -86.3% | -1.6% |
| All | +2.0% | -41.3% | +43.3% | -8.2% |
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