-21.6%
ISRG vs ADVB
-72.7%
+51.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.4% | +0.7% |
| 7D | -2.0% | +27.8% | -29.8% | -1.9% |
| 30D | +5.6% | -50.8% | +56.3% | +5.6% |
| 3M | +10.5% | -70.5% | +81.1% | +10.6% |
| 6M | +2.6% | -46.7% | +49.4% | -1.4% |
| YTD | -21.7% | -56.7% | +35.0% | -23.7% |
| 1Y | -21.6% | -71.8% | +50.2% | -21.5% |
| All | -21.6% | -72.7% | +51.1% | -21.5% |
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