+1.0%
ISRG vs FIGR
-31.9%
+32.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.9% | -6.2% | +1.4% |
| 7D | +5.4% | +12.5% | -7.1% | +4.9% |
| 30D | +8.6% | -14.1% | +22.7% | +9.2% |
| 3M | +21.6% | -14.3% | +35.9% | +21.7% |
| 6M | +2.3% | -34.8% | +37.2% | +2.9% |
| YTD | -18.7% | -40.0% | +21.3% | -17.3% |
| 1Y | -17.8% | -32.9% | +15.2% | -15.9% |
| All | +1.0% | -31.9% | +32.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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