+536.3%
ISRG vs FICO
+544.0%
-7.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.3% |
| 30D | +8.6% | +8.4% | +0.2% | +4.5% |
| 3M | +21.6% | -30.5% | +52.1% | +33.1% |
| 6M | +2.3% | -35.7% | +38.1% | +13.2% |
| YTD | -18.7% | -57.2% | +38.5% | +4.0% |
| 1Y | -17.8% | -58.4% | +40.6% | +6.2% |
| 3Y | +69.1% | -24.8% | +93.9% | +52.4% |
| 5Y | +26.5% | +79.3% | -52.8% | -30.0% |
| 10Y | +536.3% | +531.6% | +4.6% | +84.5% |
| All | +536.3% | +544.0% | -7.7% | +84.5% |
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 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