-10.5%
ISRG vs ABT
-4.8%
-5.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +6.8% |
| 7D | +8.5% | +12.5% | -4.0% | +3.2% |
| 30D | +18.6% | +16.1% | +2.5% | +11.3% |
| 3M | +30.9% | +10.2% | +20.7% | +25.4% |
| 6M | +6.6% | +33.7% | -27.1% | -5.4% |
| YTD | -14.9% | -5.5% | -9.4% | -19.2% |
| 1Y | -10.5% | -5.9% | -4.6% | -14.9% |
| All | -10.5% | -4.8% | -5.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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