+71.4%
ISRG vs FGI
-70.6%
+142.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | +4.8% | -7.0% | +11.8% | +4.9% |
| 30D | +9.2% | -4.2% | +13.5% | +9.3% |
| 3M | +21.2% | +55.6% | -34.4% | +19.5% |
| 6M | +0.2% | -3.2% | +3.4% | -0.6% |
| YTD | -20.1% | +29.1% | -49.2% | -21.9% |
| 1Y | -17.3% | +51.0% | -68.3% | -19.8% |
| 3Y | +63.3% | +1.5% | +61.8% | +57.3% |
| All | +71.4% | -70.6% | +142.0% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling