+63.3%
ISRG vs ADM
+6.1%
+57.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.4% |
| 7D | +4.8% | -9.0% | +13.8% | +4.3% |
| 30D | +9.2% | -14.0% | +23.2% | +8.3% |
| 3M | +21.2% | -9.2% | +30.3% | +20.4% |
| 6M | +0.2% | -9.2% | +9.4% | -0.5% |
| YTD | -20.1% | +24.2% | -44.3% | -21.1% |
| 1Y | -17.3% | +27.0% | -44.3% | -18.5% |
| 3Y | +63.3% | +6.6% | +56.7% | +57.1% |
| All | +63.3% | +6.1% | +57.2% | +57.1% |
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 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