+44.8%
ISRG vs ABCL
-81.3%
+126.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -12.4% | +79.4% | -91.9% | -18.6% |
| 6M | -26.8% | +214.9% | -241.7% | -36.5% |
| YTD | -35.3% | +234.2% | -269.5% | -44.6% |
| 1Y | -19.3% | +174.8% | -194.1% | -30.2% |
| 3Y | +18.1% | +104.5% | -86.3% | +0.9% |
| 5Y | +2.6% | -39.0% | +41.7% | -6.5% |
| All | +44.8% | -81.3% | +126.0% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling