+23.9%
ISRG vs ADI
+115.4%
-91.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.7% |
| 7D | +4.8% | -12.8% | +17.7% | +10.6% |
| 30D | +9.2% | -11.3% | +20.6% | +14.0% |
| 3M | +21.2% | -3.4% | +24.5% | +21.1% |
| 6M | +0.2% | -12.0% | +12.3% | +2.4% |
| YTD | -20.1% | +35.3% | -55.3% | -35.4% |
| 1Y | -17.3% | +58.1% | -75.4% | -38.7% |
| 3Y | +63.3% | +127.4% | -64.0% | -9.4% |
| All | +23.9% | +115.4% | -91.5% | -31.2% |
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 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