-16.4%
ISRG vs ADVB
-97.4%
+80.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.1% |
| 30D | +6.2% | -60.3% | +66.4% | +6.2% |
| 3M | +14.4% | -73.3% | +87.7% | +14.5% |
| 6M | 0.0% | -65.9% | +65.9% | -2.0% |
| YTD | -20.5% | -63.9% | +43.3% | -22.3% |
| 1Y | -21.9% | -74.1% | +52.2% | -23.4% |
| All | -16.4% | -97.4% | +80.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling