+17,168.2%
ISRG vs REGN
+3,371.4%
+13,796.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -5.2% | -1.6% | -3.5% | -4.8% |
| 30D | -7.6% | +3.4% | -11.0% | -8.2% |
| 3M | -16.4% | +32.7% | -49.1% | -21.3% |
| 6M | -28.6% | +6.9% | -35.5% | -29.8% |
| YTD | -38.2% | +5.4% | -43.6% | -39.1% |
| 1Y | -25.5% | +45.8% | -71.3% | -32.0% |
| 3Y | +17.4% | -1.5% | +18.9% | +14.8% |
| 5Y | -3.0% | +22.2% | -25.2% | -10.3% |
| 10Y | +356.0% | +103.6% | +252.4% | +266.9% |
| All | +17,168.2% | +3,371.4% | +13,796.7% | +5,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling