+17,168.2%
ISRG vs AZN
+848.8%
+16,319.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | -7.6% | -0.9% | -6.7% | -7.3% |
| 3M | -16.4% | -11.8% | -4.5% | -12.2% |
| 6M | -28.6% | -17.6% | -11.0% | -23.0% |
| YTD | -38.2% | -12.0% | -26.1% | -35.4% |
| 1Y | -25.5% | -0.9% | -24.6% | -26.4% |
| 3Y | +17.4% | +23.7% | -6.2% | +3.4% |
| 5Y | -3.0% | +54.5% | -57.5% | -23.9% |
| 10Y | +356.0% | +218.2% | +137.8% | +148.7% |
| All | +17,168.2% | +848.8% | +16,319.4% | +5,451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling