-17.3%
ISRG vs ADVB
-77.7%
+60.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.6% | -3.3% |
| 7D | +4.8% | -13.9% | +18.7% | +4.8% |
| 30D | +9.2% | -68.1% | +77.4% | +9.1% |
| 3M | +21.2% | -73.4% | +94.6% | +20.9% |
| 6M | +0.2% | -70.8% | +71.0% | -2.6% |
| YTD | -20.1% | -66.1% | +46.0% | -22.1% |
| 1Y | -17.3% | -77.5% | +60.2% | -18.1% |
| All | -17.3% | -77.7% | +60.3% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling