+17,168.2%
ISRG vs ADSK
+2,404.6%
+14,763.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.5% |
| 7D | -5.2% | -14.3% | +9.2% | +0.2% |
| 30D | -7.6% | -14.8% | +7.2% | -2.3% |
| 3M | -16.4% | -5.7% | -10.7% | -15.2% |
| 6M | -28.6% | -18.7% | -9.9% | -23.9% |
| YTD | -38.2% | -28.3% | -9.9% | -31.3% |
| 1Y | -25.5% | -35.1% | +9.6% | -14.3% |
| 3Y | +17.4% | -3.2% | +20.6% | +15.3% |
| 5Y | -3.0% | -26.7% | +23.7% | +3.1% |
| 10Y | +356.0% | +208.4% | +147.6% | +187.8% |
| All | +17,168.2% | +2,404.6% | +14,763.5% | +4,453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling