+17.4%
ISRG vs FERG
+54.4%
-37.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -5.2% | +3.4% | -8.5% | -6.1% |
| 30D | -7.6% | -11.5% | +3.9% | -4.4% |
| 3M | -16.4% | +1.3% | -17.6% | -16.7% |
| 6M | -28.6% | -1.0% | -27.6% | -28.7% |
| YTD | -38.2% | +3.2% | -41.4% | -39.2% |
| 1Y | -25.5% | -3.0% | -22.5% | -25.7% |
| 3Y | +17.4% | +55.0% | -37.6% | -5.9% |
| All | +17.4% | +54.4% | -37.0% | -5.9% |
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