+22,229.9%
ISRG vs ADP
+1,132.7%
+21,097.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +21.2% | +11.6% | +9.5% | +13.1% |
| 6M | +0.2% | +48.5% | -48.2% | -21.7% |
| YTD | -20.1% | +20.6% | -40.6% | -29.9% |
| 1Y | -17.3% | +23.7% | -41.0% | -28.7% |
| 3Y | +63.3% | +47.8% | +15.5% | +25.4% |
| 5Y | +24.1% | +47.7% | -23.6% | -5.0% |
| 10Y | +507.0% | +324.0% | +183.0% | +145.2% |
| All | +22,229.9% | +1,132.7% | +21,097.2% | +4,781.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling