-27.2%
ISRG vs FIG
-73.2%
+46.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.7% | +1.2% | -4.1% |
| 7D | -5.2% | -16.4% | +11.2% | -4.0% |
| 30D | -7.6% | -2.3% | -5.2% | -7.7% |
| 3M | -16.4% | +7.8% | -24.2% | -17.5% |
| 6M | -28.6% | -21.8% | -6.7% | -28.4% |
| YTD | -38.2% | -39.1% | +0.9% | -37.9% |
| 1Y | -25.5% | -56.6% | +31.1% | -24.8% |
| All | -27.2% | -73.2% | +46.0% | -25.5% |
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