+356.0%
ISRG vs FDS
+77.6%
+278.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -2.5% |
| 7D | -5.2% | -5.4% | +0.2% | -2.7% |
| 30D | -7.6% | +1.6% | -9.1% | -8.5% |
| 3M | -16.4% | +17.7% | -34.1% | -23.3% |
| 6M | -28.6% | +29.1% | -57.6% | -38.6% |
| YTD | -38.2% | +1.0% | -39.1% | -40.3% |
| 1Y | -25.5% | -21.6% | -3.9% | -18.3% |
| 3Y | +17.4% | -30.1% | +47.5% | +34.5% |
| 5Y | -3.0% | -20.7% | +17.8% | +2.6% |
| 10Y | +356.0% | +78.3% | +277.7% | +220.2% |
| All | +356.0% | +77.6% | +278.4% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling