+132.9%
ADBE vs ISRG
+537.5%
-404.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.5% |
| 7D | -3.2% | -6.1% | +2.9% | 0.0% |
| 30D | +1.0% | +4.2% | -3.3% | -1.7% |
| 3M | -7.8% | +9.6% | -17.4% | -13.0% |
| 6M | -1.0% | +1.9% | -2.8% | -4.1% |
| YTD | -31.8% | -22.3% | -9.5% | -23.6% |
| 1Y | -29.2% | -23.2% | -6.1% | -20.4% |
| 3Y | -60.1% | +58.5% | -118.6% | -72.4% |
| 5Y | -63.7% | +23.9% | -87.7% | -71.9% |
| All | +132.9% | +537.5% | -404.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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