-23.2%
ISRG vs FIX
+17.6%
-40.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -2.3% |
| 7D | -6.1% | +17.0% | -23.1% | -5.4% |
| 30D | +4.2% | -30.6% | +34.8% | +3.6% |
| 3M | +9.6% | -35.0% | +44.7% | +8.8% |
| 6M | +1.9% | -44.0% | +45.8% | +1.5% |
| YTD | -22.3% | +21.1% | -43.5% | -29.0% |
| 1Y | -23.2% | +16.3% | -39.4% | -29.6% |
| All | -23.2% | +17.6% | -40.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling