+69.0%
ISRG vs FIX
+420.3%
-351.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.6% | +8.8% | -1.4% |
| 7D | +4.4% | -27.2% | +31.6% | +8.0% |
| 30D | +15.8% | -46.9% | +62.7% | +24.9% |
| 3M | +24.9% | -44.4% | +69.3% | +33.3% |
| 6M | +3.8% | -50.9% | +54.7% | +11.9% |
| YTD | -17.3% | +3.5% | -20.8% | -24.4% |
| 1Y | -14.6% | -2.1% | -12.5% | -21.2% |
| All | +69.0% | +420.3% | -351.3% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling