+356.0%
ISRG vs ADM
+158.6%
+197.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.6% | +11.0% | -18.6% | -10.4% |
| 3M | -16.4% | +6.0% | -22.4% | -18.3% |
| 6M | -28.6% | +26.9% | -55.5% | -34.5% |
| YTD | -38.2% | +50.0% | -88.2% | -46.6% |
| 1Y | -25.5% | +39.6% | -65.1% | -34.3% |
| 3Y | +17.4% | +18.5% | -1.1% | +6.8% |
| 5Y | -3.0% | +62.6% | -65.5% | -26.7% |
| 10Y | +356.0% | +162.4% | +193.6% | +156.1% |
| All | +356.0% | +158.6% | +197.3% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling