+378.3%
ISRG vs FFIV
+216.0%
+162.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -2.3% | -5.1% | +2.8% | -0.2% |
| 3M | -12.4% | -4.5% | -8.0% | -11.6% |
| 6M | -26.8% | +36.5% | -63.3% | -38.1% |
| YTD | -35.3% | +53.0% | -88.2% | -48.5% |
| 1Y | -19.3% | +24.2% | -43.5% | -29.8% |
| 3Y | +18.1% | +137.2% | -119.1% | -27.8% |
| 5Y | +2.6% | +91.8% | -89.1% | -31.1% |
| All | +378.3% | +216.0% | +162.2% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling