+551.4%
ISRG vs BIIB
-20.9%
+572.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | +6.2% | +12.2% | -6.0% | +3.7% |
| 3M | +14.4% | +22.3% | -7.9% | +9.9% |
| 6M | 0.0% | +30.9% | -30.9% | -5.5% |
| YTD | -20.5% | +43.9% | -64.4% | -26.5% |
| 1Y | -21.9% | +62.1% | -84.0% | -29.5% |
| 3Y | +62.2% | +12.7% | +49.5% | +54.9% |
| 5Y | +25.2% | -5.1% | +30.3% | +21.3% |
| All | +551.4% | -20.9% | +572.4% | +498.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling