-1.3%
ISRG vs FIGR
-35.2%
+33.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -2.1% |
| 7D | +2.1% | +5.6% | -3.5% | +1.9% |
| 30D | +6.2% | -18.2% | +24.4% | +6.9% |
| 3M | +14.4% | -19.0% | +33.4% | +14.8% |
| 6M | 0.0% | -38.0% | +38.0% | +0.8% |
| YTD | -20.5% | -42.9% | +22.3% | -19.0% |
| 1Y | -21.9% | -37.9% | +16.0% | -19.9% |
| All | -1.3% | -35.2% | +33.9% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling