+356.0%
ISRG vs ABT
+202.4%
+153.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -2.7% |
| 7D | -5.2% | -3.1% | -2.0% | -3.0% |
| 30D | -7.6% | -2.1% | -5.4% | -6.2% |
| 3M | -16.4% | +17.4% | -33.8% | -25.9% |
| 6M | -28.6% | -2.4% | -26.2% | -28.0% |
| YTD | -38.2% | -14.2% | -24.0% | -32.0% |
| 1Y | -25.5% | -18.3% | -7.2% | -15.3% |
| 3Y | +17.4% | +11.5% | +5.9% | +0.9% |
| 5Y | -3.0% | -9.9% | +6.9% | -1.0% |
| 10Y | +356.0% | +204.4% | +151.6% | +99.8% |
| All | +356.0% | +202.4% | +153.6% | +99.8% |
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