-25.5%
ISRG vs ADI
+48.3%
-73.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -5.2% | +2.4% | -7.6% | -5.4% |
| 30D | -7.6% | -6.6% | -1.0% | -6.9% |
| 3M | -16.4% | -9.8% | -6.6% | -15.7% |
| 6M | -28.6% | +15.7% | -44.2% | -34.1% |
| YTD | -38.2% | +35.1% | -73.3% | -45.8% |
| 1Y | -25.5% | +47.7% | -73.2% | -36.4% |
| All | -25.5% | +48.3% | -73.8% | -36.4% |
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