-10.5%
ISRG vs ABNB
+40.5%
-51.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.7% | +7.2% |
| 7D | +8.5% | +6.2% | +2.3% | +6.2% |
| 30D | +18.6% | +7.5% | +11.1% | +15.5% |
| 3M | +30.9% | +17.6% | +13.3% | +22.1% |
| 6M | +6.6% | +27.0% | -20.4% | -4.0% |
| YTD | -14.9% | +30.0% | -44.8% | -24.5% |
| 1Y | -10.5% | +44.2% | -54.7% | -22.3% |
| All | -10.5% | +40.5% | -51.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 1y: compounded portfolio wealth divided by compounded ABNB 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…
1y analysis · Full analysis span regression · 6 months rolling