+23.9%
ISRG vs ADP
+47.3%
-23.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.6% |
| 7D | +4.8% | +3.2% | +1.6% | +2.9% |
| 30D | +9.2% | +14.9% | -5.7% | +0.3% |
| 3M | +21.2% | +11.6% | +9.5% | +13.0% |
| 6M | +0.2% | +48.5% | -48.2% | -22.1% |
| YTD | -20.1% | +20.6% | -40.6% | -29.0% |
| 1Y | -17.3% | +23.7% | -41.0% | -28.0% |
| 3Y | +63.3% | +47.8% | +15.5% | +22.9% |
| All | +23.9% | +47.3% | -23.4% | -11.0% |
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