+3.8%
ISRG vs FICO
-33.1%
+36.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +15.8% | +1.7% | +14.0% | +15.4% |
| 3M | +24.9% | -35.2% | +60.1% | +30.0% |
| 6M | +3.8% | -33.7% | +37.5% | +4.8% |
| All | +3.8% | -33.1% | +36.9% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling