-21.6%
ISRG vs FFIV
+28.7%
-50.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +5.6% | -32.4% | +37.9% | +8.1% |
| 3M | +10.5% | -25.7% | +36.2% | +12.0% |
| 6M | +2.6% | -13.5% | +16.1% | +1.3% |
| YTD | -21.7% | +21.1% | -42.8% | -27.2% |
| 1Y | -21.6% | +29.4% | -51.0% | -27.7% |
| All | -21.6% | +28.7% | -50.3% | -27.7% |
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