-17.3%
ISRG vs FIX
+3.4%
-20.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -3.1% |
| 7D | +4.8% | -17.5% | +22.3% | +3.9% |
| 30D | +9.2% | -41.6% | +50.8% | +8.1% |
| 3M | +21.2% | -40.6% | +61.8% | +19.8% |
| 6M | +0.2% | -49.4% | +49.6% | -0.5% |
| YTD | -20.1% | +9.2% | -29.2% | -27.4% |
| 1Y | -17.3% | +6.5% | -23.8% | -25.0% |
| All | -17.3% | +3.4% | -20.7% | -25.0% |
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