+536.3%
ISRG vs FDS
+135.1%
+401.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +5.4% | -5.0% | +10.4% | +7.9% |
| 30D | +8.6% | +13.8% | -5.1% | +2.2% |
| 3M | +21.6% | +14.8% | +6.7% | +12.9% |
| 6M | +2.3% | +47.4% | -45.0% | -17.2% |
| YTD | -18.7% | +14.2% | -32.8% | -26.3% |
| 1Y | -17.8% | +26.6% | -44.4% | -30.1% |
| 3Y | +69.1% | -24.4% | +93.5% | +87.0% |
| 5Y | +26.5% | -22.6% | +49.1% | +36.7% |
| 10Y | +536.3% | +130.0% | +406.3% | +304.6% |
| All | +536.3% | +135.1% | +401.2% | +304.6% |
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