-13.0%
ISRG vs ADVB
-97.6%
+84.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.5% | +6.7% | -2.8% |
| 7D | +4.4% | -28.0% | +32.4% | +4.4% |
| 30D | +15.8% | -70.2% | +86.0% | +15.9% |
| 3M | +24.9% | -76.1% | +100.9% | +24.9% |
| 6M | +3.8% | -72.3% | +76.1% | +1.9% |
| YTD | -17.3% | -67.5% | +50.2% | -19.2% |
| 1Y | -14.6% | -78.6% | +64.0% | -16.2% |
| All | -13.0% | -97.6% | +84.6% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling