+21,593.2%
ISRG vs FDS
+2,189.0%
+19,404.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -6.1% | -2.6% | -3.5% | -5.1% |
| 30D | +4.2% | +14.1% | -9.8% | -1.2% |
| 3M | +9.6% | +19.8% | -10.1% | +1.2% |
| 6M | +1.9% | +55.0% | -53.1% | -16.4% |
| YTD | -22.3% | +15.9% | -38.2% | -29.6% |
| 1Y | -23.2% | +24.2% | -47.3% | -32.5% |
| 3Y | +58.5% | -24.0% | +82.6% | +67.3% |
| 5Y | +23.9% | -23.3% | +47.3% | +30.3% |
| 10Y | +536.7% | +128.0% | +408.7% | +331.8% |
| All | +21,593.2% | +2,189.0% | +19,404.2% | +5,879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling