+2.0%
ISRG vs FDX
+65.4%
-63.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | -2.3% | +3.8% | -6.1% | -3.3% |
| 3M | -12.4% | -1.3% | -11.1% | -12.3% |
| 6M | -26.8% | +5.0% | -31.9% | -28.4% |
| YTD | -35.3% | +39.6% | -74.9% | -41.9% |
| 1Y | -19.3% | +81.1% | -100.4% | -33.4% |
| 3Y | +18.1% | +63.0% | -44.9% | -3.1% |
| All | +2.0% | +65.4% | -63.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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