+23.9%
ISRG vs FICO
+81.4%
-57.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | -0.9% | +5.8% | +5.0% |
| 30D | +9.2% | +3.3% | +5.9% | +7.5% |
| 3M | +21.2% | -31.7% | +52.9% | +30.5% |
| 6M | +0.2% | -34.0% | +34.2% | +7.3% |
| YTD | -20.1% | -58.3% | +38.3% | -1.8% |
| 1Y | -17.3% | -57.9% | +40.6% | +0.9% |
| 3Y | +63.3% | -24.1% | +87.4% | +45.3% |
| All | +23.9% | +81.4% | -57.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling