+376.2%
ISRG vs FN
+900.0%
-523.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -2.3% | -22.0% | +19.7% | +1.4% |
| 3M | -12.4% | -43.0% | +30.6% | -4.8% |
| 6M | -26.8% | -27.7% | +0.9% | -26.1% |
| YTD | -35.3% | -10.5% | -24.7% | -38.5% |
| 1Y | -19.3% | +12.5% | -31.8% | -28.3% |
| 3Y | +18.1% | +153.8% | -135.7% | -20.7% |
| 5Y | +2.6% | +288.0% | -285.4% | -41.3% |
| All | +376.2% | +900.0% | -523.8% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling