+77.4%
ISRG vs FGI
-70.3%
+147.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +4.4% | -11.6% | +16.0% | +4.5% |
| 30D | +15.8% | -3.3% | +19.0% | +15.8% |
| 3M | +24.9% | +65.6% | -40.7% | +23.1% |
| 6M | +3.8% | -2.8% | +6.6% | +2.9% |
| YTD | -17.3% | +30.1% | -47.4% | -19.2% |
| 1Y | -14.6% | +50.2% | -64.7% | -17.1% |
| 3Y | +68.2% | -0.4% | +68.6% | +62.5% |
| All | +77.4% | -70.3% | +147.7% | +78.4% |
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 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