-10.5%
ISRG vs ADM
+29.8%
-40.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.0% | +9.5% |
| 7D | +8.5% | -8.3% | +16.8% | +5.8% |
| 30D | +18.6% | -14.1% | +32.7% | +13.4% |
| 3M | +30.9% | -10.7% | +41.7% | +26.5% |
| 6M | +6.6% | -5.9% | +12.5% | +4.6% |
| YTD | -14.9% | +25.8% | -40.6% | -11.4% |
| 1Y | -10.5% | +21.3% | -31.8% | -7.3% |
| All | -10.5% | +29.8% | -40.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling