+2.0%
ISRG vs FIX
+2,061.9%
-2,059.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.3% |
| 7D | -1.6% | +6.0% | -7.6% | -2.8% |
| 30D | -2.3% | -7.2% | +5.0% | -1.0% |
| 3M | -12.4% | -15.9% | +3.4% | -10.4% |
| 6M | -26.8% | +12.7% | -39.6% | -31.4% |
| YTD | -35.3% | +72.8% | -108.0% | -46.2% |
| 1Y | -19.3% | +122.9% | -142.2% | -38.9% |
| 3Y | +18.1% | +774.3% | -756.2% | -49.2% |
| All | +2.0% | +2,061.9% | -2,059.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling