+533.8%
ISRG vs ABT
+222.7%
+311.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -0.8% |
| 7D | -6.1% | -5.6% | -0.5% | -2.1% |
| 30D | +4.2% | +5.2% | -0.9% | +0.6% |
| 3M | +9.6% | -2.7% | +12.3% | +11.7% |
| 6M | +1.9% | +28.8% | -27.0% | -15.8% |
| YTD | -22.3% | -12.3% | -10.1% | -15.9% |
| 1Y | -23.2% | -14.7% | -8.5% | -15.3% |
| 3Y | +58.5% | +21.6% | +37.0% | +26.9% |
| 5Y | +23.9% | -7.8% | +31.7% | +24.6% |
| All | +533.8% | +222.7% | +311.1% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling