+2.0%
ISRG vs FDS
-17.4%
+19.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -2.3% | +9.0% | -11.3% | -5.6% |
| 3M | -12.4% | +18.9% | -31.3% | -18.4% |
| 6M | -26.8% | +35.1% | -62.0% | -36.1% |
| YTD | -35.3% | +5.5% | -40.8% | -36.8% |
| 1Y | -19.3% | -16.8% | -2.5% | -11.3% |
| 3Y | +18.1% | -28.1% | +46.2% | +37.3% |
| All | +2.0% | -17.4% | +19.4% | +18.6% |
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 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