+74.4%
ISRG vs FGI
-70.0%
+144.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +8.6% | -3.2% | +11.9% | +8.6% |
| 3M | +21.6% | +64.1% | -42.5% | +19.9% |
| 6M | +2.3% | +17.2% | -14.9% | +1.2% |
| YTD | -18.7% | +31.6% | -50.3% | -20.6% |
| 1Y | -17.8% | +45.1% | -62.8% | -20.1% |
| 3Y | +69.1% | -2.0% | +71.0% | +63.8% |
| All | +74.4% | -70.0% | +144.4% | +75.4% |
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