-31.9%
ISRG vs ADVB
-88.3%
+56.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -1.6% | -3.8% | +2.2% | -1.6% |
| 30D | -2.3% | +17.6% | -19.8% | -2.4% |
| 3M | -12.4% | +119.1% | -131.6% | -15.0% |
| 6M | -26.8% | +103.4% | -130.2% | -28.9% |
| YTD | -35.3% | +59.8% | -95.1% | -36.9% |
| 1Y | -19.3% | +8.5% | -27.9% | -21.8% |
| All | -31.9% | -88.3% | +56.4% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling