+500.7%
ISRG vs FLEX
+569.1%
-68.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -4.5% |
| 7D | +4.8% | -19.3% | +24.1% | +9.5% |
| 30D | +9.2% | -41.5% | +50.8% | +22.8% |
| 3M | +21.2% | -43.1% | +64.3% | +36.2% |
| 6M | +0.2% | -48.2% | +48.4% | +12.2% |
| YTD | -20.1% | +15.5% | -35.5% | -33.4% |
| 1Y | -17.3% | +10.2% | -27.6% | -30.5% |
| 3Y | +63.3% | +256.8% | -193.5% | -12.5% |
| 5Y | +24.1% | +408.2% | -384.2% | -42.6% |
| All | +500.7% | +569.1% | -68.4% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling