+55.7%
ISRG vs ADM
+8.2%
+47.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | +0.7% | -6.8% | -6.1% |
| 30D | +4.2% | -14.7% | +18.9% | +3.3% |
| 3M | +9.6% | -10.4% | +20.0% | +8.9% |
| 6M | +1.9% | -10.9% | +12.8% | +1.1% |
| YTD | -22.3% | +26.0% | -48.3% | -23.2% |
| 1Y | -23.2% | +26.5% | -49.6% | -24.1% |
| All | +55.7% | +8.2% | +47.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling