+7.7%
ISRG vs FANG
+232.6%
-224.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | -8.0% | +2.6% | -10.6% | -8.4% |
| 3M | -10.6% | +7.6% | -18.2% | -11.9% |
| 6M | -25.1% | +17.3% | -42.4% | -27.8% |
| YTD | -34.8% | +38.7% | -73.5% | -39.4% |
| 1Y | -19.0% | +51.6% | -70.7% | -26.3% |
| 3Y | +22.1% | +50.0% | -27.9% | +8.4% |
| All | +7.7% | +232.6% | -224.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling