+521.5%
ISRG vs FICO
+514.7%
+6.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | +4.4% | -0.3% | +4.7% | +4.3% |
| 30D | +15.8% | +1.7% | +14.0% | +13.8% |
| 3M | +24.9% | -35.2% | +60.1% | +40.3% |
| 6M | +3.8% | -33.7% | +37.5% | +13.2% |
| YTD | -17.3% | -58.2% | +40.9% | +6.6% |
| 1Y | -14.6% | -56.6% | +42.0% | +7.9% |
| 3Y | +68.2% | -24.0% | +92.2% | +50.2% |
| 5Y | +28.4% | +86.1% | -57.7% | -30.6% |
| All | +521.5% | +514.7% | +6.8% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling