+23.9%
ISRG vs FLEX
+467.1%
-443.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.0% |
| 7D | -6.1% | +17.1% | -23.2% | -8.8% |
| 30D | +4.2% | -29.5% | +33.8% | +10.1% |
| 3M | +9.6% | -37.3% | +46.9% | +17.9% |
| 6M | +1.9% | -44.1% | +45.9% | +9.8% |
| YTD | -22.3% | +29.3% | -51.6% | -38.2% |
| 1Y | -23.2% | +24.2% | -47.3% | -38.3% |
| 3Y | +58.5% | +297.3% | -238.8% | -26.5% |
| 5Y | +23.9% | +446.2% | -422.2% | -53.9% |
| All | +23.9% | +467.1% | -443.2% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling