+22,229.9%
ISRG vs ADI
+569.6%
+21,660.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | +4.8% | -12.8% | +17.7% | +9.0% |
| 30D | +9.2% | -11.3% | +20.6% | +12.8% |
| 3M | +21.2% | -3.4% | +24.5% | +21.4% |
| 6M | +0.2% | -12.0% | +12.3% | +2.1% |
| YTD | -20.1% | +35.3% | -55.3% | -29.3% |
| 1Y | -17.3% | +58.1% | -75.4% | -30.6% |
| 3Y | +63.3% | +127.4% | -64.0% | +20.1% |
| 5Y | +24.1% | +114.6% | -90.5% | -7.2% |
| 10Y | +507.0% | +589.3% | -82.4% | +227.3% |
| All | +22,229.9% | +569.6% | +21,660.3% | +9,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling