+28.4%
ISRG vs FIX
+929.6%
-901.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.6% | +8.8% | -0.7% |
| 7D | +4.4% | -27.2% | +31.6% | +9.9% |
| 30D | +15.8% | -46.9% | +62.7% | +29.4% |
| 3M | +24.9% | -44.4% | +69.3% | +37.5% |
| 6M | +3.8% | -50.9% | +54.7% | +15.8% |
| YTD | -17.3% | +3.5% | -20.8% | -25.4% |
| 1Y | -14.6% | -2.1% | -12.5% | -22.2% |
| 3Y | +68.2% | +418.7% | -350.5% | -22.2% |
| 5Y | +28.4% | +894.6% | -866.2% | -59.8% |
| All | +28.4% | +929.6% | -901.2% | -59.8% |
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 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