+21,775.7%
ISRG vs ADSK
+3,020.8%
+18,754.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +10.5% | +2.5% | +8.0% | +8.8% |
| 6M | +2.6% | +14.5% | -11.8% | -3.7% |
| YTD | -21.7% | -10.7% | -11.0% | -20.0% |
| 1Y | -21.6% | -11.0% | -10.5% | -19.8% |
| 3Y | +57.0% | +25.9% | +31.2% | +39.6% |
| 5Y | +25.0% | -19.7% | +44.7% | +27.7% |
| 10Y | +542.1% | +258.2% | +283.9% | +281.6% |
| All | +21,775.7% | +3,020.8% | +18,754.8% | +5,202.4% |
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