+38.8%
ISRG vs FGI
-70.4%
+109.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -2.3% | +65.4% | -67.7% | -3.6% |
| 3M | -12.4% | +23.5% | -35.9% | -13.3% |
| 6M | -26.8% | +60.5% | -87.4% | -28.7% |
| YTD | -35.3% | +30.0% | -65.3% | -36.7% |
| 1Y | -19.3% | +82.1% | -101.4% | -22.7% |
| 3Y | +18.1% | -4.4% | +22.5% | +14.5% |
| All | +38.8% | -70.4% | +109.2% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling