-21.9%
ISRG vs FIX
+13.3%
-35.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | +2.1% | -13.9% | +16.1% | +1.5% |
| 30D | +6.2% | -35.5% | +41.7% | +5.4% |
| 3M | +14.4% | -33.9% | +48.3% | +13.4% |
| 6M | 0.0% | -43.3% | +43.3% | -0.8% |
| YTD | -20.5% | +18.7% | -39.2% | -27.4% |
| 1Y | -21.9% | +13.8% | -35.7% | -28.6% |
| All | -21.9% | +13.3% | -35.2% | -28.6% |
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