+376.2%
ISRG vs FE
+115.1%
+261.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | -2.3% | -1.2% | -1.1% | -1.9% |
| 3M | -12.4% | +3.5% | -15.9% | -13.7% |
| 6M | -26.8% | -6.1% | -20.8% | -25.3% |
| YTD | -35.3% | +7.6% | -42.9% | -37.4% |
| 1Y | -19.3% | +11.9% | -31.2% | -23.2% |
| 3Y | +18.1% | +48.4% | -30.3% | -1.6% |
| 5Y | +2.6% | +44.8% | -42.2% | -13.6% |
| All | +376.2% | +115.1% | +261.1% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling