+356.0%
ISRG vs ADI
+608.4%
-252.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -5.2% | +2.4% | -7.6% | -6.3% |
| 30D | -7.6% | -6.6% | -1.0% | -4.6% |
| 3M | -16.4% | -9.8% | -6.6% | -13.4% |
| 6M | -28.6% | +15.7% | -44.2% | -36.2% |
| YTD | -38.2% | +35.1% | -73.3% | -49.4% |
| 1Y | -25.5% | +47.7% | -73.2% | -42.3% |
| 3Y | +17.4% | +114.5% | -97.0% | -29.7% |
| 5Y | -3.0% | +141.2% | -144.2% | -46.8% |
| 10Y | +356.0% | +611.3% | -255.3% | +41.0% |
| All | +356.0% | +608.4% | -252.5% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling