-10.5%
ISRG vs FIG
-52.3%
+41.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.2% | +8.8% |
| 7D | +8.5% | -4.7% | +13.2% | +9.1% |
| 30D | +18.6% | +0.5% | +18.1% | +18.4% |
| 3M | +30.9% | -18.4% | +49.3% | +32.8% |
| 6M | +6.6% | +10.9% | -4.3% | +2.8% |
| YTD | -14.9% | -40.8% | +25.9% | -10.7% |
| 1Y | -10.5% | -51.7% | +41.2% | -3.6% |
| All | -10.5% | -52.3% | +41.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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