+17,983.8%
ISRG vs ABT
+996.5%
+16,987.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | +0.5% |
| 30D | -2.3% | +2.5% | -4.7% | -3.7% |
| 3M | -12.4% | +20.2% | -32.6% | -21.6% |
| 6M | -26.8% | -2.9% | -23.9% | -26.1% |
| YTD | -35.3% | -11.9% | -23.3% | -31.2% |
| 1Y | -19.3% | -16.5% | -2.8% | -11.8% |
| 3Y | +18.1% | +12.1% | +6.0% | +6.5% |
| 5Y | +2.6% | -7.4% | +10.0% | +4.1% |
| 10Y | +379.4% | +210.7% | +168.7% | +158.5% |
| All | +17,983.8% | +996.5% | +16,987.4% | +5,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling