+5.7%
ISRG vs REGN
+23.2%
-17.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | -2.5% | -6.0% | +3.4% | -1.0% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -12.5% | +32.0% | -44.5% | -18.5% |
| 6M | -25.8% | +3.0% | -28.8% | -26.7% |
| YTD | -36.4% | +3.2% | -39.5% | -37.3% |
| 1Y | -19.9% | +43.4% | -63.3% | -28.0% |
| 3Y | +20.9% | -3.6% | +24.5% | +19.8% |
| 5Y | +5.7% | +23.1% | -17.4% | -6.5% |
| All | +5.7% | +23.2% | -17.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling