-21.9%
ISRG vs ADP
+24.1%
-46.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +2.1% | +3.2% | -1.1% | +1.1% |
| 30D | +6.2% | +12.8% | -6.6% | +2.2% |
| 3M | +14.4% | +12.3% | +2.1% | +10.2% |
| 6M | 0.0% | +45.4% | -45.4% | -9.5% |
| YTD | -20.5% | +21.4% | -41.9% | -21.5% |
| 1Y | -21.9% | +23.7% | -45.6% | -24.8% |
| All | -21.9% | +24.1% | -46.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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