+25.5%
ISRG vs ADI
+133.0%
-107.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.0% |
| 7D | -2.0% | +9.5% | -11.5% | -5.9% |
| 30D | +5.6% | -1.4% | +6.9% | +5.2% |
| 3M | +10.5% | +4.7% | +5.8% | +6.7% |
| 6M | +2.6% | -7.4% | +10.0% | +2.9% |
| YTD | -21.7% | +48.1% | -69.7% | -39.2% |
| 1Y | -21.6% | +69.6% | -91.2% | -43.5% |
| 3Y | +57.0% | +144.4% | -87.3% | -15.3% |
| All | +25.5% | +133.0% | -107.5% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling