+57.0%
ISRG vs ADSK
+26.4%
+30.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -2.0% | +1.0% | -3.1% | -2.4% |
| 30D | +5.6% | +14.4% | -8.8% | 0.0% |
| 3M | +10.5% | +2.5% | +8.0% | +8.8% |
| 6M | +2.6% | +14.5% | -11.8% | -4.6% |
| YTD | -21.7% | -10.7% | -11.0% | -18.9% |
| 1Y | -21.6% | -11.0% | -10.5% | -18.8% |
| 3Y | +57.0% | +25.9% | +31.2% | +45.2% |
| All | +57.0% | +26.4% | +30.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling