+63.3%
ISRG vs FE
+42.7%
+20.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.2% |
| 7D | +4.8% | -1.0% | +5.8% | +5.0% |
| 30D | +9.2% | +4.1% | +5.1% | +8.7% |
| 3M | +21.2% | -1.0% | +22.2% | +21.3% |
| 6M | +0.2% | +4.0% | -3.8% | -0.3% |
| YTD | -20.1% | +6.8% | -26.9% | -20.8% |
| 1Y | -17.3% | +5.3% | -22.6% | -18.0% |
| 3Y | +63.3% | +44.6% | +18.7% | +50.5% |
| All | +63.3% | +42.7% | +20.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling