+63.3%
ISRG vs ABNB
+54.2%
+9.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -7.2% |
| 7D | +4.8% | +15.6% | -10.8% | -0.4% |
| 30D | +9.2% | +18.3% | -9.0% | +2.9% |
| 3M | +21.2% | +25.3% | -4.1% | +11.1% |
| 6M | +0.2% | +35.8% | -35.6% | -10.8% |
| YTD | -20.1% | +40.0% | -60.0% | -29.8% |
| 1Y | -17.3% | +57.6% | -75.0% | -30.3% |
| 3Y | +63.3% | +60.8% | +2.5% | +30.9% |
| All | +63.3% | +54.2% | +9.1% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling