+28.4%
ISRG vs F
-13.3%
+41.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | +15.8% | +2.0% | +13.7% | +15.1% |
| 3M | +24.9% | -10.4% | +35.2% | +28.3% |
| 6M | +3.8% | +9.7% | -5.9% | -0.4% |
| YTD | -17.3% | -1.2% | -16.1% | -18.5% |
| 1Y | -14.6% | 0.0% | -14.6% | -16.2% |
| 3Y | +68.2% | +41.1% | +27.1% | +40.7% |
| 5Y | +28.4% | -11.4% | +39.8% | +16.8% |
| All | +28.4% | -13.3% | +41.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling