-60.4%
ADBE vs ISRG
+64.6%
-125.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -3.8% | +2.1% | -5.9% | -4.6% |
| 30D | -2.3% | +6.2% | -8.5% | -4.4% |
| 3M | -13.3% | +14.4% | -27.7% | -17.4% |
| 6M | -6.5% | 0.0% | -6.5% | -7.6% |
| YTD | -32.4% | -20.5% | -11.8% | -28.0% |
| 1Y | -28.0% | -21.9% | -6.1% | -23.0% |
| 3Y | -60.4% | +62.2% | -122.5% | -67.1% |
| All | -60.4% | +64.6% | -125.0% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling