+550.7%
ISRG vs FFIV
+130.1%
+420.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -6.8% | -2.9% | -3.8% | -5.6% |
| 30D | +5.1% | -32.4% | +37.5% | +22.3% |
| 3M | +12.0% | -22.7% | +34.7% | +22.0% |
| 6M | +7.0% | -10.7% | +17.7% | +7.8% |
| YTD | -20.6% | +25.4% | -46.0% | -33.2% |
| 1Y | -21.4% | +34.2% | -55.6% | -36.3% |
| 3Y | +62.0% | +101.2% | -39.2% | +2.2% |
| 5Y | +28.1% | +42.0% | -13.8% | -4.3% |
| 10Y | +550.7% | +126.7% | +424.0% | +268.6% |
| All | +550.7% | +130.1% | +420.6% | +268.6% |
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