+17,983.8%
ISRG vs ADI
+567.2%
+17,416.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.3% |
| 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% | -8.7% |
| 6M | -26.8% | +6.7% | -33.5% | -29.6% |
| YTD | -35.3% | +34.8% | -70.0% | -42.3% |
| 1Y | -19.3% | +49.0% | -68.4% | -30.5% |
| 3Y | +18.1% | +108.1% | -89.9% | -10.0% |
| 5Y | +2.6% | +142.4% | -139.8% | -25.4% |
| 10Y | +379.4% | +589.9% | -210.5% | +160.5% |
| All | +17,983.8% | +567.2% | +17,416.7% | +7,822.6% |
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