-21.9%
ISRG vs FFIV
+28.6%
-50.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | +2.1% | -4.2% | +6.3% | +2.4% |
| 30D | +6.2% | -33.9% | +40.0% | +8.9% |
| 3M | +14.4% | -22.6% | +37.0% | +15.6% |
| 6M | 0.0% | -10.4% | +10.4% | -1.7% |
| YTD | -20.5% | +24.3% | -44.8% | -26.4% |
| 1Y | -21.9% | +31.8% | -53.7% | -28.6% |
| All | -21.9% | +28.6% | -50.5% | -28.6% |
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 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