+550.7%
ISRG vs ADI
+665.3%
-114.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.0% |
| 7D | -6.8% | +0.7% | -7.5% | -7.6% |
| 30D | +5.1% | +0.7% | +4.4% | +3.6% |
| 3M | +12.0% | +6.5% | +5.5% | +6.9% |
| 6M | +7.0% | -2.7% | +9.7% | +4.4% |
| YTD | -20.6% | +52.2% | -72.8% | -39.7% |
| 1Y | -21.4% | +77.5% | -98.9% | -45.2% |
| 3Y | +62.0% | +148.8% | -86.8% | -11.5% |
| 5Y | +28.1% | +142.9% | -114.7% | -30.4% |
| 10Y | +550.7% | +653.2% | -102.5% | +108.0% |
| All | +550.7% | +665.3% | -114.6% | +108.0% |
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