+550.7%
ISRG vs FDS
+132.8%
+417.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.4% |
| 7D | -6.8% | -2.1% | -4.6% | -5.8% |
| 30D | +5.1% | +16.0% | -10.9% | -2.0% |
| 3M | +12.0% | +18.8% | -6.8% | +2.4% |
| 6M | +7.0% | +54.1% | -47.1% | -15.3% |
| YTD | -20.6% | +17.0% | -37.6% | -28.9% |
| 1Y | -21.4% | +25.5% | -47.0% | -32.7% |
| 3Y | +62.0% | -23.3% | +85.3% | +78.2% |
| 5Y | +28.1% | -22.6% | +50.8% | +38.9% |
| 10Y | +550.7% | +130.2% | +420.5% | +303.3% |
| All | +550.7% | +132.8% | +417.9% | +303.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling