+536.3%
ISRG vs FN
+837.6%
-301.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.9% | -10.2% | -0.3% |
| 7D | +5.4% | +16.3% | -10.9% | +2.0% |
| 30D | +8.6% | -24.7% | +33.4% | +12.9% |
| 3M | +21.6% | -34.9% | +56.5% | +28.3% |
| 6M | +2.3% | -41.1% | +43.4% | +7.5% |
| YTD | -18.7% | -19.6% | +0.9% | -22.5% |
| 1Y | -17.8% | -18.5% | +0.8% | -22.4% |
| 3Y | +69.1% | +119.1% | -50.1% | +15.0% |
| 5Y | +26.5% | +206.9% | -180.5% | -25.1% |
| 10Y | +536.3% | +826.4% | -290.2% | +183.1% |
| All | +536.3% | +837.6% | -301.3% | +183.1% |
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