+23,005.1%
ISRG vs FIX
+21,568.0%
+1,437.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.6% | +8.8% | 0.0% |
| 7D | +4.4% | -27.2% | +31.6% | +11.7% |
| 30D | +15.8% | -46.9% | +62.7% | +32.8% |
| 3M | +24.9% | -44.4% | +69.3% | +40.7% |
| 6M | +3.8% | -50.9% | +54.7% | +18.5% |
| YTD | -17.3% | +3.5% | -20.8% | -23.1% |
| 1Y | -14.6% | -2.1% | -12.5% | -19.8% |
| 3Y | +68.2% | +418.7% | -350.5% | -3.9% |
| 5Y | +28.4% | +894.6% | -866.2% | -39.1% |
| 10Y | +528.0% | +3,465.5% | -2,937.5% | +102.5% |
| All | +23,005.1% | +21,568.0% | +1,437.1% | +3,816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling