+66.5%
ISRG vs FGI
-66.3%
+132.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.2% |
| 7D | -6.1% | +13.5% | -19.6% | -6.2% |
| 30D | +4.2% | +17.1% | -12.9% | +4.0% |
| 3M | +9.6% | +78.0% | -68.4% | +8.0% |
| 6M | +1.9% | +46.4% | -44.6% | +0.5% |
| YTD | -22.3% | +47.7% | -70.0% | -24.2% |
| 1Y | -23.2% | +56.8% | -80.0% | -25.4% |
| 3Y | +58.5% | +12.3% | +46.3% | +53.0% |
| All | +66.5% | -66.3% | +132.9% | +67.3% |
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