+67.9%
ISRG vs FGI
-74.8%
+142.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +1.1% |
| 7D | -2.0% | -14.4% | +12.4% | -1.9% |
| 30D | +5.6% | -11.8% | +17.3% | +5.6% |
| 3M | +10.5% | -46.2% | +56.8% | +11.2% |
| 6M | +2.6% | +5.2% | -2.6% | +1.5% |
| YTD | -21.7% | +10.5% | -32.2% | -23.4% |
| 1Y | -21.6% | +25.5% | -47.1% | -23.7% |
| 3Y | +57.0% | -16.0% | +73.0% | +52.0% |
| All | +67.9% | -74.8% | +142.7% | +69.1% |
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