-10.5%
ISRG vs REGN
+45.3%
-55.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.4% | +13.8% | +9.9% |
| 7D | +8.5% | +14.4% | -5.9% | +5.6% |
| 30D | +18.6% | +28.1% | -9.5% | +12.2% |
| 3M | +30.9% | +22.5% | +8.4% | +25.1% |
| 6M | +6.6% | +31.6% | -25.0% | -1.5% |
| YTD | -14.9% | +21.0% | -35.9% | -19.9% |
| 1Y | -10.5% | +49.0% | -59.5% | -14.8% |
| All | -10.5% | +45.3% | -55.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling