+500.7%
ISRG vs FICO
+512.2%
-11.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +4.8% | -0.9% | +5.8% | +5.0% |
| 30D | +9.2% | +3.3% | +5.9% | +6.8% |
| 3M | +21.2% | -31.7% | +52.9% | +33.5% |
| 6M | +0.2% | -34.0% | +34.2% | +9.5% |
| YTD | -20.1% | -58.3% | +38.3% | +3.2% |
| 1Y | -17.3% | -57.9% | +40.6% | +5.9% |
| 3Y | +63.3% | -24.1% | +87.4% | +45.8% |
| 5Y | +24.1% | +85.3% | -61.2% | -32.8% |
| All | +500.7% | +512.2% | -11.5% | +77.3% |
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