+2.0%
ISRG vs ADP
+49.8%
-47.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | +0.4% |
| 7D | -1.6% | -3.4% | +1.8% | +0.5% |
| 30D | -2.3% | +2.8% | -5.1% | -4.0% |
| 3M | -12.4% | +20.9% | -33.4% | -22.5% |
| 6M | -26.8% | +29.9% | -56.7% | -38.7% |
| YTD | -35.3% | +9.6% | -44.9% | -39.0% |
| 1Y | -19.3% | -5.3% | -14.1% | -15.9% |
| 3Y | +18.1% | +16.5% | +1.7% | +5.1% |
| All | +2.0% | +49.8% | -47.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling