+69.1%
ISRG vs FERG
+73.2%
-4.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | -1.5% |
| 7D | +5.4% | +7.3% | -1.9% | +3.2% |
| 30D | +8.6% | +18.1% | -9.5% | +3.5% |
| 3M | +21.6% | +1.6% | +19.9% | +20.7% |
| 6M | +2.3% | +8.5% | -6.2% | -0.5% |
| YTD | -18.7% | +18.6% | -37.2% | -23.3% |
| 1Y | -17.8% | +5.7% | -23.5% | -19.9% |
| 3Y | +69.1% | +74.0% | -4.9% | +34.0% |
| All | +69.1% | +73.2% | -4.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling