-5.9%
ISRG vs FIG
-77.9%
+72.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.5% |
| 7D | +4.8% | -13.1% | +17.9% | +5.9% |
| 30D | +9.2% | -13.0% | +22.2% | +10.3% |
| 3M | +21.2% | -21.5% | +42.7% | +22.8% |
| 6M | +0.2% | -2.5% | +2.7% | -0.6% |
| YTD | -20.1% | -49.7% | +29.6% | -18.7% |
| 1Y | -17.3% | -59.1% | +41.8% | -15.8% |
| All | -5.9% | -77.9% | +72.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling