-21.6%
ISRG vs ABNB
+53.7%
-75.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.2% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | +5.6% | +11.8% | -6.2% | +1.3% |
| 3M | +10.5% | +0.9% | +9.7% | +10.0% |
| 6M | +2.6% | +40.5% | -37.8% | -11.6% |
| YTD | -21.7% | +37.6% | -59.3% | -32.1% |
| 1Y | -21.6% | +54.1% | -75.7% | -34.0% |
| All | -21.6% | +53.7% | -75.3% | -34.0% |
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 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