+17,983.8%
ISRG vs F
+47.1%
+17,936.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.9% |
| 30D | -2.3% | +4.6% | -6.9% | -3.5% |
| 3M | -12.4% | -3.7% | -8.8% | -11.8% |
| 6M | -26.8% | +16.8% | -43.7% | -30.6% |
| YTD | -35.3% | +15.3% | -50.5% | -38.5% |
| 1Y | -19.3% | +31.0% | -50.3% | -26.4% |
| 3Y | +18.1% | +45.4% | -27.3% | +1.7% |
| 5Y | +2.6% | +54.7% | -52.0% | -15.5% |
| 10Y | +379.4% | +98.2% | +281.2% | +246.1% |
| All | +17,983.8% | +47.1% | +17,936.7% | +10,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling