+57.0%
ISRG vs FFIV
+95.4%
-38.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +5.6% | -32.4% | +37.9% | +13.9% |
| 3M | +10.5% | -25.7% | +36.2% | +16.2% |
| 6M | +2.6% | -13.5% | +16.1% | +2.6% |
| YTD | -21.7% | +21.1% | -42.8% | -30.1% |
| 1Y | -21.6% | +29.4% | -51.0% | -31.7% |
| 3Y | +57.0% | +94.9% | -37.9% | +25.3% |
| All | +57.0% | +95.4% | -38.4% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling