+500.7%
ISRG vs F
+80.8%
+419.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | +4.8% | +1.6% | +3.3% | +4.4% |
| 30D | +9.2% | +2.6% | +6.6% | +8.4% |
| 3M | +21.2% | -8.8% | +30.0% | +24.2% |
| 6M | +0.2% | +4.6% | -4.4% | -2.6% |
| YTD | -20.1% | -1.9% | -18.2% | -21.1% |
| 1Y | -17.3% | -0.8% | -16.6% | -18.8% |
| 3Y | +63.3% | +43.5% | +19.8% | +36.4% |
| 5Y | +24.1% | -12.1% | +36.1% | +16.7% |
| All | +500.7% | +80.8% | +419.9% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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