-10.5%
ISRG vs FN
-25.7%
+15.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.0% | +15.4% | +9.2% |
| 7D | +8.5% | -7.0% | +15.5% | +8.3% |
| 30D | +18.6% | -24.7% | +43.3% | +18.0% |
| 3M | +30.9% | -35.7% | +66.6% | +29.9% |
| 6M | +6.6% | -52.4% | +59.0% | +7.1% |
| YTD | -14.9% | -25.0% | +10.1% | -19.1% |
| 1Y | -10.5% | -25.7% | +15.1% | -15.5% |
| All | -10.5% | -25.7% | +15.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling