-6.5%
ISRG vs FIG
-78.1%
+71.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.0% |
| 7D | +2.1% | -11.4% | +13.5% | +3.1% |
| 30D | +6.2% | -17.2% | +23.4% | +7.6% |
| 3M | +14.4% | -26.6% | +41.0% | +16.6% |
| 6M | 0.0% | -9.8% | +9.8% | -0.3% |
| YTD | -20.5% | -50.1% | +29.6% | -19.1% |
| 1Y | -21.9% | -58.1% | +36.2% | -20.4% |
| All | -6.5% | -78.1% | +71.6% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling