+22,229.9%
ISRG vs FLEX
+167.2%
+22,062.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -4.3% |
| 7D | +4.8% | -19.3% | +24.1% | +8.9% |
| 30D | +9.2% | -41.5% | +50.8% | +20.6% |
| 3M | +21.2% | -43.1% | +64.3% | +33.8% |
| 6M | +0.2% | -48.2% | +48.4% | +10.5% |
| YTD | -20.1% | +15.5% | -35.5% | -28.7% |
| 1Y | -17.3% | +10.2% | -27.6% | -25.8% |
| 3Y | +63.3% | +256.8% | -193.5% | +9.3% |
| 5Y | +24.1% | +408.2% | -384.1% | -24.0% |
| 10Y | +507.0% | +580.8% | -73.9% | +225.5% |
| All | +22,229.9% | +167.2% | +22,062.7% | +8,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling