+25.5%
ISRG vs AZN
+69.6%
-44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | -1.1% | -1.0% | -1.7% |
| 30D | +5.6% | +13.8% | -8.3% | +0.8% |
| 3M | +10.5% | +17.3% | -6.8% | +4.4% |
| 6M | +2.6% | -1.7% | +4.4% | +2.8% |
| YTD | -21.7% | +1.4% | -23.0% | -22.7% |
| 1Y | -21.6% | +5.2% | -26.7% | -23.6% |
| 3Y | +57.0% | +52.6% | +4.4% | +30.3% |
| All | +25.5% | +69.6% | -44.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 5y: compounded portfolio wealth divided by compounded AZN 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…
5y analysis · Full analysis span regression · 6 months rolling