+69.0%
ISRG vs FGI
+2.3%
+66.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +4.4% | -11.6% | +16.0% | +4.4% |
| 30D | +15.8% | -3.3% | +19.0% | +15.8% |
| 3M | +24.9% | +65.6% | -40.7% | +24.6% |
| 6M | +3.8% | -2.8% | +6.6% | +3.6% |
| YTD | -17.3% | +30.1% | -47.4% | -17.7% |
| 1Y | -14.6% | +50.2% | -64.7% | -15.0% |
| All | +69.0% | +2.3% | +66.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling