+3.5%
ISRG vs AZN
+52.2%
-48.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -10.2% | -3.1% | -7.1% | -9.3% |
| 3M | -17.2% | -14.4% | -2.8% | -13.2% |
| 6M | -28.4% | -19.5% | -8.9% | -23.5% |
| YTD | -37.6% | -13.8% | -23.9% | -35.0% |
| 1Y | -24.4% | -2.4% | -22.1% | -24.6% |
| 3Y | +18.4% | +21.3% | -2.8% | +7.9% |
| All | +3.5% | +52.2% | -48.7% | -10.0% |
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