-21.4%
ISRG vs FFIV
+32.9%
-54.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -6.8% | -2.9% | -3.8% | -6.6% |
| 30D | +5.1% | -32.4% | +37.5% | +7.6% |
| 3M | +12.0% | -22.7% | +34.7% | +13.2% |
| 6M | +7.0% | -10.7% | +17.7% | +5.3% |
| YTD | -20.6% | +25.4% | -46.0% | -26.5% |
| 1Y | -21.4% | +34.2% | -55.6% | -28.3% |
| All | -21.4% | +32.9% | -54.3% | -28.3% |
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