+537.2%
ISRG vs FANG
+1,373.6%
-836.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.2% | -1.7% | -3.4% | -4.9% |
| 30D | -7.6% | +6.8% | -14.3% | -8.5% |
| 3M | -16.4% | +1.3% | -17.6% | -16.8% |
| 6M | -28.6% | +11.8% | -40.4% | -30.3% |
| YTD | -38.2% | +35.1% | -73.2% | -41.5% |
| 1Y | -25.5% | +48.9% | -74.4% | -30.7% |
| 3Y | +17.4% | +42.8% | -25.4% | +8.4% |
| 5Y | -3.0% | +230.3% | -233.3% | -22.0% |
| 10Y | +356.0% | +167.0% | +188.9% | +232.0% |
| All | +537.2% | +1,373.6% | -836.4% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling