+70.4%
ISRG vs FGI
-70.0%
+140.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.1% |
| 30D | +6.2% | -3.4% | +9.5% | +6.2% |
| 3M | +14.4% | +61.8% | -47.4% | +12.8% |
| 6M | 0.0% | +17.0% | -17.0% | -1.1% |
| YTD | -20.5% | +31.4% | -51.9% | -22.4% |
| 1Y | -21.9% | +42.7% | -64.6% | -24.1% |
| 3Y | +62.2% | -0.1% | +62.3% | +56.8% |
| All | +70.4% | -70.0% | +140.4% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling