+74.1%
ISRG vs ABNB
+24.1%
+50.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | +6.5% | -12.6% | -8.0% |
| 30D | +4.2% | +9.4% | -5.2% | +1.4% |
| 3M | +9.6% | +0.6% | +9.0% | +8.9% |
| 6M | +1.9% | +33.7% | -31.8% | -6.9% |
| YTD | -22.3% | +33.5% | -55.8% | -29.1% |
| 1Y | -23.2% | +48.8% | -72.0% | -31.9% |
| 3Y | +58.5% | +53.3% | +5.2% | +36.3% |
| 5Y | +23.9% | -12.3% | +36.2% | +11.0% |
| All | +74.1% | +24.1% | +50.0% | +53.0% |
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