+39.8%
ISRG vs ABNB
+16.2%
+23.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.7% |
| 7D | -5.0% | -7.4% | +2.4% | -3.0% |
| 30D | -10.2% | -8.2% | -2.0% | -8.1% |
| 3M | -17.2% | +29.1% | -46.3% | -23.2% |
| 6M | -28.4% | +26.6% | -55.0% | -33.3% |
| YTD | -37.6% | +25.0% | -62.6% | -41.8% |
| 1Y | -24.4% | +37.0% | -61.5% | -31.3% |
| 3Y | +18.4% | +16.3% | +2.1% | +9.5% |
| 5Y | -1.0% | +2.2% | -3.1% | -10.6% |
| All | +39.8% | +16.2% | +23.6% | +25.6% |
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