+16.8%
ISRG vs ADSK
-5.9%
+22.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.0% |
| 7D | -5.0% | -14.5% | +9.5% | +1.1% |
| 30D | -10.2% | -19.3% | +9.1% | -2.4% |
| 3M | -17.2% | -7.8% | -9.4% | -15.5% |
| 6M | -28.4% | -20.8% | -7.7% | -22.4% |
| YTD | -37.6% | -30.2% | -7.4% | -28.4% |
| 1Y | -24.4% | -36.5% | +12.0% | -9.4% |
| All | +16.8% | -5.9% | +22.7% | +15.1% |
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