+23.9%
ISRG vs FDS
-22.8%
+46.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.0% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +9.2% | +20.2% | -11.0% | +2.0% |
| 3M | +21.2% | +19.9% | +1.3% | +12.6% |
| 6M | +0.2% | +56.2% | -55.9% | -17.1% |
| YTD | -20.1% | +14.6% | -34.6% | -24.6% |
| 1Y | -17.3% | +31.6% | -48.9% | -28.0% |
| 3Y | +63.3% | -23.8% | +87.1% | +87.3% |
| All | +23.9% | -22.8% | +46.7% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling