+23.4%
ISRG vs ADI
+111.0%
-87.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.3% | -3.8% | +1.5% | -1.2% |
| 3M | -12.4% | -15.3% | +2.8% | -8.3% |
| 6M | -26.8% | +6.7% | -33.5% | -30.9% |
| YTD | -35.3% | +34.8% | -70.0% | -44.8% |
| 1Y | -19.3% | +49.0% | -68.4% | -34.4% |
| All | +23.4% | +111.0% | -87.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling