+1,248.5%
ISRG vs FERG
+1,548.3%
-299.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | 0.0% |
| 7D | +5.4% | +7.3% | -1.9% | +4.2% |
| 30D | +8.6% | +18.1% | -9.5% | +5.9% |
| 3M | +21.6% | +1.6% | +19.9% | +21.1% |
| 6M | +2.3% | +8.5% | -6.2% | +0.8% |
| YTD | -18.7% | +18.6% | -37.2% | -21.1% |
| 1Y | -17.8% | +5.7% | -23.5% | -18.9% |
| 3Y | +69.1% | +74.0% | -4.9% | +54.4% |
| 5Y | +26.5% | +83.9% | -57.4% | +13.2% |
| 10Y | +536.3% | +494.6% | +41.7% | +438.7% |
| All | +1,248.5% | +1,548.3% | -299.8% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling