+17,983.8%
ISRG vs FDX
+1,280.2%
+16,703.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | -2.3% | +3.8% | -6.1% | -3.9% |
| 3M | -12.4% | -1.3% | -11.1% | -12.3% |
| 6M | -26.8% | +5.0% | -31.9% | -29.2% |
| YTD | -35.3% | +39.6% | -74.9% | -44.7% |
| 1Y | -19.3% | +81.1% | -100.4% | -38.6% |
| 3Y | +18.1% | +63.0% | -44.9% | -10.1% |
| 5Y | +2.6% | +65.6% | -63.0% | -25.5% |
| 10Y | +379.4% | +183.4% | +196.1% | +148.6% |
| All | +17,983.8% | +1,280.2% | +16,703.6% | +4,798.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling