-17.3%
ISRG vs FFIV
+26.7%
-44.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | -8.1% | +12.9% | +5.4% |
| 30D | +9.2% | -33.4% | +42.6% | +11.7% |
| 3M | +21.2% | -24.7% | +45.9% | +22.5% |
| 6M | +0.2% | -8.8% | +9.1% | -1.5% |
| YTD | -20.1% | +21.8% | -41.8% | -24.7% |
| 1Y | -17.3% | +25.3% | -42.6% | -22.1% |
| All | -17.3% | +26.7% | -44.0% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling