+973.7%
ISRG vs FERG
+1,348.4%
-374.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -1.2% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -2.3% | -10.2% | +7.9% | -0.7% |
| 3M | -12.4% | -0.6% | -11.9% | -12.4% |
| 6M | -26.8% | -6.5% | -20.3% | -26.3% |
| YTD | -35.3% | +4.2% | -39.4% | -35.8% |
| 1Y | -19.3% | -2.3% | -17.1% | -19.4% |
| 3Y | +18.1% | +48.5% | -30.4% | +10.5% |
| 5Y | +2.6% | +72.0% | -69.4% | -6.5% |
| 10Y | +379.4% | +369.9% | +9.5% | +315.3% |
| All | +973.7% | +1,348.4% | -374.7% | +849.6% |
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