+82.3%
ISRG vs ABNB
+30.3%
+51.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +5.4% | +11.2% | -5.8% | +2.1% |
| 30D | +8.6% | +14.7% | -6.1% | +4.3% |
| 3M | +21.6% | +6.9% | +14.7% | +18.8% |
| 6M | +2.3% | +34.5% | -32.2% | -6.6% |
| YTD | -18.7% | +40.2% | -58.9% | -26.8% |
| 1Y | -17.8% | +57.4% | -75.2% | -28.3% |
| 3Y | +69.1% | +64.7% | +4.4% | +42.6% |
| 5Y | +26.5% | -2.3% | +28.7% | +11.3% |
| All | +82.3% | +30.3% | +51.9% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling