-17.3%
ISRG vs FICO
-58.2%
+40.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | -0.9% | +5.8% | +4.8% |
| 30D | +9.2% | +3.3% | +5.9% | +8.7% |
| 3M | +21.2% | -31.7% | +52.9% | +24.7% |
| 6M | +0.2% | -34.0% | +34.2% | +3.0% |
| YTD | -20.1% | -58.3% | +38.3% | -12.2% |
| 1Y | -17.3% | -57.9% | +40.6% | -10.8% |
| All | -17.3% | -58.2% | +40.8% | -10.8% |
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