-20.1%
ISRG vs ADI
+72.3%
-92.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.6% | -6.8% | +1.1% |
| 7D | +5.4% | -4.4% | +9.8% | +5.5% |
| 30D | +8.6% | -2.8% | +11.5% | +8.7% |
| 3M | +21.6% | +1.5% | +20.1% | +20.9% |
| 6M | +2.3% | -4.7% | +7.0% | +2.0% |
| YTD | -18.7% | +46.8% | -65.5% | -31.6% |
| All | -20.1% | +72.3% | -92.4% | -37.7% |
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