-25.5%
ISRG vs ABT
-18.4%
-7.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.4% |
| 7D | -5.2% | -3.1% | -2.0% | -3.9% |
| 30D | -7.6% | -2.1% | -5.4% | -6.7% |
| 3M | -16.4% | +17.4% | -33.8% | -21.7% |
| 6M | -28.6% | -2.4% | -26.2% | -29.7% |
| YTD | -38.2% | -14.2% | -24.0% | -37.0% |
| 1Y | -25.5% | -18.3% | -7.2% | -22.0% |
| All | -25.5% | -18.4% | -7.1% | -22.0% |
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