-21.4%
ISRG vs FERG
+6.5%
-28.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -6.8% | +6.4% | -13.2% | -8.3% |
| 30D | +5.1% | +19.9% | -14.8% | +0.4% |
| 3M | +12.0% | +5.6% | +6.5% | +10.3% |
| 6M | +7.0% | +9.2% | -2.2% | +3.9% |
| YTD | -20.6% | +20.6% | -41.3% | -25.1% |
| 1Y | -21.4% | +5.7% | -27.1% | -23.0% |
| All | -21.4% | +6.5% | -28.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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