+28.4%
ISRG vs FE
+46.2%
-17.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +4.4% | +0.6% | +3.8% | +4.2% |
| 30D | +15.8% | +6.4% | +9.3% | +13.3% |
| 3M | +24.9% | -0.5% | +25.3% | +24.9% |
| 6M | +3.8% | +4.7% | -0.9% | +1.9% |
| YTD | -17.3% | +8.4% | -25.6% | -20.1% |
| 1Y | -14.6% | +7.2% | -21.8% | -17.2% |
| 3Y | +68.2% | +44.9% | +23.3% | +39.6% |
| 5Y | +28.4% | +46.3% | -17.9% | +10.4% |
| All | +28.4% | +46.2% | -17.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling