-23.2%
ISRG vs FE
+4.7%
-27.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | +4.2% | +3.9% | +0.3% | +3.8% |
| 3M | +9.6% | -0.1% | +9.7% | +9.5% |
| 6M | +1.9% | +6.1% | -4.2% | +1.6% |
| YTD | -22.3% | +8.1% | -30.4% | -21.5% |
| 1Y | -23.2% | +4.4% | -27.6% | -22.8% |
| All | -23.2% | +4.7% | -27.8% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling