+2.0%
ISRG vs FICO
+99.8%
-97.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.8% | +4.0% |
| 7D | -1.6% | -19.2% | +17.6% | +4.2% |
| 30D | -2.3% | -14.6% | +12.3% | +1.6% |
| 3M | -12.4% | -20.1% | +7.6% | -8.2% |
| 6M | -26.8% | -36.3% | +9.5% | -18.6% |
| YTD | -35.3% | -44.9% | +9.6% | -24.6% |
| 1Y | -19.3% | -38.6% | +19.3% | -11.2% |
| 3Y | +18.1% | +4.0% | +14.2% | -1.9% |
| All | +2.0% | +99.8% | -97.8% | -34.0% |
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