+28.1%
ISRG vs FFIV
+41.1%
-13.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -6.8% | -2.9% | -3.8% | -5.7% |
| 30D | +5.1% | -32.4% | +37.5% | +20.1% |
| 3M | +12.0% | -22.7% | +34.7% | +20.5% |
| 6M | +7.0% | -10.7% | +17.7% | +6.8% |
| YTD | -20.6% | +25.4% | -46.0% | -33.6% |
| 1Y | -21.4% | +34.2% | -55.6% | -36.6% |
| 3Y | +62.0% | +101.2% | -39.2% | -1.8% |
| 5Y | +28.1% | +42.0% | -13.8% | -5.1% |
| All | +28.1% | +41.1% | -13.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling