+26.5%
ISRG vs FERG
+82.8%
-56.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | -2.5% |
| 7D | +5.4% | +7.3% | -1.9% | +2.5% |
| 30D | +8.6% | +18.1% | -9.5% | +1.8% |
| 3M | +21.6% | +1.6% | +19.9% | +20.4% |
| 6M | +2.3% | +8.5% | -6.2% | -1.5% |
| YTD | -18.7% | +18.6% | -37.2% | -25.0% |
| 1Y | -17.8% | +5.7% | -23.5% | -20.7% |
| 3Y | +69.1% | +74.0% | -4.9% | +23.1% |
| 5Y | +26.5% | +83.9% | -57.4% | -15.8% |
| All | +26.5% | +82.8% | -56.3% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling