+2.0%
ISRG vs ADM
+62.5%
-60.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +3.8% | -5.3% | -2.0% |
| 30D | -2.3% | +9.8% | -12.0% | -3.2% |
| 3M | -12.4% | +2.1% | -14.6% | -12.8% |
| 6M | -26.8% | +27.5% | -54.3% | -29.5% |
| YTD | -35.3% | +50.2% | -85.5% | -39.3% |
| 1Y | -19.3% | +40.6% | -59.9% | -23.7% |
| 3Y | +18.1% | +17.2% | +0.9% | +15.7% |
| All | +2.0% | +62.5% | -60.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling