+28.4%
ISRG vs ABCL
-30.0%
+58.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.5% | -1.7% |
| 7D | +4.4% | -14.9% | +19.3% | +6.2% |
| 30D | +15.8% | -15.4% | +31.1% | +17.6% |
| 3M | +24.9% | +88.0% | -63.1% | +13.9% |
| 6M | +3.8% | +138.8% | -135.0% | -10.0% |
| YTD | -17.3% | +225.4% | -242.7% | -32.1% |
| 1Y | -14.6% | +137.3% | -151.9% | -27.0% |
| 3Y | +68.2% | +136.8% | -68.6% | +34.5% |
| 5Y | +28.4% | -26.2% | +54.6% | +19.1% |
| All | +28.4% | -30.0% | +58.4% | +19.1% |
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