+22,229.9%
ISRG vs FDX
+1,223.9%
+21,006.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.2% |
| 7D | +4.8% | -1.6% | +6.5% | +5.7% |
| 30D | +9.2% | +6.6% | +2.6% | +6.4% |
| 3M | +21.2% | -2.1% | +23.2% | +22.0% |
| 6M | +0.2% | +2.2% | -1.9% | -1.4% |
| YTD | -20.1% | +33.9% | -54.0% | -30.6% |
| 1Y | -17.3% | +50.2% | -67.6% | -31.8% |
| 3Y | +63.3% | +65.5% | -2.2% | +23.5% |
| 5Y | +24.1% | +74.1% | -50.0% | -11.8% |
| 10Y | +507.0% | +156.7% | +350.3% | +229.3% |
| All | +22,229.9% | +1,223.9% | +21,006.0% | +6,050.4% |
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