-10.5%
ISRG vs ADI
+76.5%
-87.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.6% | +9.5% |
| 7D | +8.5% | -5.1% | +13.7% | +8.9% |
| 30D | +18.6% | -3.1% | +21.7% | +18.8% |
| 3M | +30.9% | +7.1% | +23.8% | +29.6% |
| 6M | +6.6% | +2.9% | +3.7% | +4.4% |
| YTD | -14.9% | +51.1% | -66.0% | -27.9% |
| 1Y | -10.5% | +79.3% | -89.8% | -28.5% |
| All | -10.5% | +76.5% | -87.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling