+59.1%
ISRG vs FLEX
+301.8%
-242.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.5% |
| 7D | -6.8% | +2.2% | -9.0% | -7.1% |
| 30D | +5.1% | -32.6% | +37.8% | +8.9% |
| 3M | +12.0% | -35.5% | +47.5% | +16.4% |
| 6M | +7.0% | -45.6% | +52.6% | +12.1% |
| YTD | -20.6% | +30.7% | -51.3% | -33.2% |
| 1Y | -21.4% | +28.4% | -49.8% | -33.9% |
| All | +59.1% | +301.8% | -242.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling