+22,229.9%
ISRG vs FFIV
+1,362.8%
+20,867.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | -8.1% | +12.9% | +6.5% |
| 30D | +9.2% | -33.4% | +42.6% | +17.6% |
| 3M | +21.2% | -24.7% | +45.9% | +27.1% |
| 6M | +0.2% | -8.8% | +9.1% | +0.8% |
| YTD | -20.1% | +21.8% | -41.8% | -24.5% |
| 1Y | -17.3% | +25.3% | -42.6% | -22.5% |
| 3Y | +63.3% | +101.2% | -37.8% | +38.4% |
| 5Y | +24.1% | +40.2% | -16.1% | +12.7% |
| 10Y | +507.0% | +129.0% | +377.9% | +400.1% |
| All | +22,229.9% | +1,362.8% | +20,867.1% | +11,318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling