-10.5%
ISRG vs FANG
+32.3%
-42.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.9% | +14.3% | +8.0% |
| 7D | +8.5% | -11.3% | +19.9% | +5.4% |
| 30D | +18.6% | -0.7% | +19.3% | +18.6% |
| 3M | +30.9% | -4.2% | +35.1% | +30.0% |
| 6M | +6.6% | -13.5% | +20.1% | +4.3% |
| YTD | -14.9% | +23.7% | -38.6% | -10.5% |
| 1Y | -10.5% | +34.3% | -44.9% | -3.5% |
| All | -10.5% | +32.3% | -42.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling