-10.5%
ISRG vs FICO
-57.1%
+46.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.6% | +9.6% |
| 7D | +8.5% | +0.4% | +8.1% | +8.4% |
| 30D | +18.6% | +1.7% | +16.9% | +18.2% |
| 3M | +30.9% | -33.0% | +64.0% | +34.9% |
| 6M | +6.6% | -33.9% | +40.4% | +9.6% |
| YTD | -14.9% | -58.5% | +43.7% | -6.4% |
| 1Y | -10.5% | -56.4% | +45.8% | -4.5% |
| All | -10.5% | -57.1% | +46.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling