+386.2%
ISRG vs REGN
+105.3%
+280.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | +0.7% | -5.6% | +6.3% | +2.3% |
| 30D | -8.0% | -2.0% | -6.1% | -7.5% |
| 3M | -10.6% | +28.0% | -38.5% | -16.8% |
| 6M | -25.1% | +1.2% | -26.3% | -25.7% |
| YTD | -34.8% | +1.6% | -36.5% | -35.6% |
| 1Y | -19.0% | +38.2% | -57.3% | -27.4% |
| 3Y | +22.1% | -5.4% | +27.5% | +20.2% |
| 5Y | +8.2% | +21.3% | -13.1% | -3.6% |
| All | +386.2% | +105.3% | +280.9% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling