+23.9%
ISRG vs ADP
+49.9%
-26.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.4% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | +4.2% | +11.6% | -7.4% | -2.6% |
| 3M | +9.6% | +15.1% | -5.4% | +0.4% |
| 6M | +1.9% | +46.0% | -44.2% | -20.0% |
| YTD | -22.3% | +22.4% | -44.7% | -31.6% |
| 1Y | -23.2% | +24.5% | -47.6% | -33.3% |
| 3Y | +58.5% | +44.8% | +13.7% | +21.6% |
| 5Y | +23.9% | +49.1% | -25.1% | -10.1% |
| All | +23.9% | +49.9% | -26.0% | -10.1% |
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