+550.7%
ISRG vs BIIB
-20.9%
+571.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.8% | -0.4% | -6.3% | -6.7% |
| 30D | +5.1% | +10.5% | -5.3% | +3.0% |
| 3M | +12.0% | +24.3% | -12.2% | +7.3% |
| 6M | +7.0% | +28.0% | -21.0% | +1.6% |
| YTD | -20.6% | +44.0% | -64.6% | -26.6% |
| 1Y | -21.4% | +58.8% | -80.2% | -28.8% |
| 3Y | +62.0% | +12.7% | +49.3% | +54.7% |
| 5Y | +28.1% | -4.9% | +33.1% | +24.2% |
| 10Y | +550.7% | -20.6% | +571.3% | +497.8% |
| All | +550.7% | -20.9% | +571.6% | +497.8% |
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