+19.2%
ISRG vs F
+45.7%
-26.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -1.6% | +5.3% | -6.9% | -2.4% |
| 30D | -2.3% | +4.6% | -6.9% | -3.0% |
| 3M | -12.4% | -3.7% | -8.8% | -12.0% |
| 6M | -26.8% | +16.8% | -43.7% | -29.3% |
| YTD | -35.3% | +15.3% | -50.5% | -37.3% |
| 1Y | -19.3% | +31.0% | -50.3% | -24.0% |
| All | +19.2% | +45.7% | -26.5% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling